+313.3%
GLW vs NIO
-51.7%
+364.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.8% |
| 7D | +7.7% | -14.5% | +22.2% | +9.4% |
| 30D | -18.8% | -15.0% | -3.9% | -17.6% |
| 3M | -27.7% | -35.6% | +7.8% | -24.7% |
| 6M | -44.4% | -55.7% | +11.2% | -40.1% |
| YTD | +31.3% | -43.1% | +74.4% | +38.2% |
| 1Y | +40.0% | -53.5% | +93.6% | +49.8% |
| 3Y | +339.2% | -59.8% | +399.1% | +358.9% |
| 5Y | +229.2% | -93.2% | +322.4% | +279.0% |
| All | +313.3% | -51.7% | +364.9% | +277.5% |
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 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