-29.3%
GFS vs NIO
-62.1%
+32.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.0% | -6.8% | -9.4% |
| 7D | -20.7% | -3.6% | -17.1% | -20.3% |
| 30D | -25.2% | -8.0% | -17.2% | -24.4% |
| 3M | -26.3% | -31.2% | +4.9% | -22.4% |
| 6M | -50.7% | -45.8% | -4.9% | -46.5% |
| YTD | +4.5% | -37.3% | +41.8% | +10.4% |
| 1Y | +2.5% | -56.1% | +58.6% | +13.7% |
| All | -29.3% | -62.1% | +32.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling