+254.6%
GLW vs NIO
-92.1%
+346.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.6% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -18.2% | -6.6% | -11.6% | -17.5% |
| 3M | -24.2% | -29.9% | +5.7% | -20.8% |
| 6M | -41.7% | -46.6% | +4.9% | -37.1% |
| YTD | +38.3% | -36.5% | +74.8% | +45.9% |
| 1Y | +38.2% | -51.1% | +89.3% | +49.6% |
| 3Y | +363.4% | -55.2% | +418.6% | +385.4% |
| 5Y | +254.6% | -92.3% | +346.9% | +333.3% |
| All | +254.6% | -92.1% | +346.6% | +333.3% |
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