+457.7%
GLW vs NIO
-36.7%
+494.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +5.8% |
| 7D | +3.8% | -13.0% | +16.8% | +5.1% |
| 30D | -1.3% | -18.3% | +16.9% | +0.5% |
| 3M | -21.8% | -33.2% | +11.4% | -18.8% |
| 6M | +6.9% | -21.5% | +28.4% | +9.2% |
| YTD | +77.2% | -25.5% | +102.6% | +81.7% |
| 1Y | +123.2% | -38.0% | +161.3% | +131.8% |
| 3Y | +400.0% | -65.5% | +465.4% | +426.4% |
| 5Y | +342.8% | -90.6% | +433.4% | +394.2% |
| All | +457.7% | -36.7% | +494.3% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling