+145.9%
GLDM vs NIO
-90.7%
+236.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | -13.0% | +12.5% | -0.2% |
| 30D | +4.4% | -18.3% | +22.7% | +4.9% |
| 3M | -1.1% | -33.2% | +32.2% | -0.1% |
| 6M | -13.7% | -21.5% | +7.8% | -13.3% |
| YTD | +2.8% | -25.5% | +28.3% | +3.3% |
| 1Y | +24.8% | -38.0% | +62.9% | +25.9% |
| 3Y | +127.8% | -65.5% | +193.3% | +129.5% |
| All | +145.9% | -90.7% | +236.6% | +145.4% |
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