+113.3%
GLD vs NIO
-92.0%
+205.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.7% |
| 30D | -4.0% | -8.4% | +4.4% | -3.7% |
| 3M | -8.2% | -32.0% | +23.7% | -7.4% |
| 6M | -14.8% | -43.9% | +29.1% | -13.7% |
| YTD | -6.8% | -35.7% | +28.9% | -5.9% |
| 1Y | -2.4% | -51.1% | +48.7% | -0.9% |
| 3Y | +105.8% | -54.7% | +160.5% | +107.0% |
| 5Y | +113.3% | -91.7% | +205.0% | +110.5% |
| All | +113.3% | -92.0% | +205.3% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling