+283.6%
GLW vs NIO
-43.5%
+327.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.0% |
| 7D | -13.9% | +5.6% | -19.5% | -14.4% |
| 30D | -35.0% | -4.2% | -30.8% | -34.7% |
| 3M | -32.4% | -26.3% | -6.0% | -30.4% |
| 6M | -41.3% | -42.5% | +1.2% | -38.3% |
| YTD | +21.8% | -33.5% | +55.4% | +26.3% |
| 1Y | +21.8% | -52.7% | +74.5% | +29.9% |
| 3Y | +307.7% | -57.5% | +365.1% | +323.2% |
| 5Y | +213.7% | -92.0% | +305.7% | +255.5% |
| All | +283.6% | -43.5% | +327.1% | +245.1% |
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