-2.4%
GFS vs NIO
-90.4%
+88.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +1.0% | -13.0% | +14.0% | +3.6% |
| 30D | -8.6% | -18.3% | +9.7% | -5.2% |
| 3M | -46.5% | -33.2% | -13.3% | -42.5% |
| 6M | -4.8% | -21.5% | +16.7% | -1.8% |
| YTD | +29.7% | -25.5% | +55.1% | +34.7% |
| 1Y | +35.8% | -38.0% | +73.8% | +44.7% |
| 3Y | -18.3% | -65.5% | +47.1% | -9.1% |
| All | -2.4% | -90.4% | +88.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling