+419.6%
GME vs NIO
-38.3%
+458.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.9% |
| 7D | +4.8% | -4.1% | +9.0% | +5.9% |
| 30D | +5.9% | -23.2% | +29.1% | +12.5% |
| 3M | -10.7% | -29.9% | +19.2% | -3.2% |
| 6M | -19.8% | -25.1% | +5.3% | -16.1% |
| YTD | -0.9% | -27.5% | +26.5% | +3.8% |
| 1Y | -15.7% | -41.1% | +25.4% | -8.4% |
| 3Y | +12.3% | -63.1% | +75.5% | +26.0% |
| 5Y | -60.1% | -90.4% | +30.3% | -43.8% |
| All | +419.6% | -38.3% | +458.0% | +415.0% |
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