+319.1%
GLW vs NIO
-43.2%
+362.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +9.2% |
| 7D | -5.9% | +6.9% | -12.8% | -6.5% |
| 30D | -26.0% | -4.7% | -21.2% | -25.6% |
| 3M | -29.9% | -28.1% | -1.8% | -27.7% |
| 6M | -37.8% | -41.7% | +3.9% | -34.6% |
| YTD | +33.1% | -33.1% | +66.3% | +38.0% |
| 1Y | +36.8% | -50.3% | +87.1% | +45.3% |
| 3Y | +356.1% | -54.4% | +410.4% | +370.5% |
| 5Y | +243.8% | -91.6% | +335.4% | +288.3% |
| All | +319.1% | -43.2% | +362.2% | +276.9% |
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 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