+96.9%
GLD vs NIO
-60.1%
+157.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.4% |
| 7D | -4.6% | -14.5% | +9.9% | -3.9% |
| 30D | -5.5% | -15.0% | +9.5% | -4.8% |
| 3M | -10.9% | -35.6% | +24.6% | -9.3% |
| 6M | -17.4% | -55.7% | +38.2% | -14.8% |
| YTD | -10.3% | -43.1% | +32.8% | -8.5% |
| 1Y | -7.2% | -53.5% | +46.4% | -4.7% |
| 3Y | +96.9% | -59.8% | +156.7% | +102.9% |
| All | +96.9% | -60.1% | +157.0% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling