+382.5%
GH vs NIO
-47.0%
+429.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.4% |
| 7D | -11.2% | +2.8% | -14.0% | -11.8% |
| 30D | -7.2% | -8.4% | +1.1% | -5.6% |
| 3M | -7.1% | -32.0% | +24.9% | +0.3% |
| 6M | +62.3% | -43.9% | +106.3% | +81.2% |
| YTD | +52.1% | -35.7% | +87.8% | +62.7% |
| 1Y | +58.6% | -51.1% | +109.8% | +79.3% |
| 3Y | +619.9% | -54.7% | +674.6% | +665.4% |
| 5Y | +49.7% | -91.7% | +141.4% | +99.5% |
| All | +382.5% | -47.0% | +429.5% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling