-34.7%
GFS vs NIO
-92.1%
+57.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.9% | +0.3% | +5.1% |
| 7D | -7.8% | +5.6% | -13.4% | -8.7% |
| 30D | -19.7% | -4.2% | -15.4% | -19.1% |
| 3M | -23.1% | -26.3% | +3.2% | -18.9% |
| 6M | -46.4% | -42.5% | -3.8% | -41.1% |
| YTD | +11.0% | -33.5% | +44.6% | +17.6% |
| 1Y | +12.6% | -52.7% | +65.3% | +26.7% |
| 3Y | -24.9% | -57.5% | +32.5% | -20.0% |
| All | -34.7% | -92.1% | +57.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling