+232.4%
GLD vs NIO
-43.2%
+275.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +4.9% | +6.9% | -2.0% | +4.9% |
| 30D | -1.3% | -4.7% | +3.4% | -1.3% |
| 3M | -4.8% | -28.1% | +23.3% | -4.4% |
| 6M | -12.5% | -41.7% | +29.2% | -12.0% |
| YTD | -4.2% | -33.1% | +28.9% | -3.9% |
| 1Y | +3.0% | -50.3% | +53.3% | +3.7% |
| 3Y | +109.1% | -54.4% | +163.5% | +109.7% |
| 5Y | +121.6% | -91.6% | +213.2% | +122.7% |
| All | +232.4% | -43.2% | +275.6% | +238.5% |
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 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