-20.0%
GFS vs NIO
-56.4%
+36.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | -3.1% | +6.9% | -10.0% | -4.0% |
| 30D | -16.0% | -4.7% | -11.3% | -15.5% |
| 3M | -24.7% | -28.1% | +3.4% | -21.3% |
| 6M | -45.1% | -41.7% | -3.4% | -41.0% |
| YTD | +16.5% | -33.1% | +49.6% | +21.8% |
| 1Y | +19.3% | -50.3% | +69.6% | +30.1% |
| 3Y | -20.0% | -54.4% | +34.4% | -16.1% |
| All | -20.0% | -56.4% | +36.4% | -16.1% |
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