+401.3%
GH vs NIO
-38.6%
+439.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.1% | -13.0% | +13.0% | +2.8% |
| 30D | -1.1% | -18.3% | +17.2% | +3.1% |
| 3M | +21.3% | -33.2% | +54.5% | +31.5% |
| 6M | +73.5% | -21.5% | +95.0% | +79.5% |
| YTD | +58.0% | -25.5% | +83.5% | +64.3% |
| 1Y | +163.1% | -38.0% | +201.1% | +181.1% |
| 3Y | +361.0% | -65.5% | +426.5% | +418.2% |
| 5Y | +22.5% | -90.6% | +113.1% | +59.0% |
| All | +401.3% | -38.6% | +439.9% | +484.5% |
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