+226.3%
GLD vs NIO
-43.5%
+269.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -0.9% |
| 7D | +4.7% | +5.6% | -0.9% | +4.6% |
| 30D | -0.9% | -4.2% | +3.3% | -0.8% |
| 3M | -4.4% | -26.3% | +21.9% | -4.1% |
| 6M | -13.6% | -42.5% | +29.0% | -13.0% |
| YTD | -6.0% | -33.5% | +27.5% | -5.6% |
| 1Y | +1.8% | -52.7% | +54.4% | +2.5% |
| 3Y | +103.2% | -57.5% | +160.6% | +103.8% |
| 5Y | +119.3% | -92.0% | +211.3% | +120.4% |
| All | +226.3% | -43.5% | +269.8% | +232.3% |
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