+305.3%
GLW vs NIO
-45.3%
+350.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.9% |
| 7D | -11.1% | +2.8% | -13.9% | -11.3% |
| 30D | -28.4% | -8.4% | -20.1% | -27.8% |
| 3M | -28.8% | -32.0% | +3.2% | -26.2% |
| 6M | -39.8% | -43.9% | +4.1% | -36.5% |
| YTD | +28.7% | -35.7% | +64.4% | +33.9% |
| 1Y | +27.7% | -51.1% | +78.8% | +35.9% |
| 3Y | +331.3% | -54.7% | +386.0% | +345.5% |
| 5Y | +233.4% | -91.7% | +325.2% | +277.3% |
| All | +305.3% | -45.3% | +350.6% | +265.8% |
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