+569.3%
GME vs NIO
-49.2%
+618.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.1% | +1.7% |
| 7D | +6.0% | -4.7% | +10.7% | +7.2% |
| 30D | -5.9% | -14.3% | +8.4% | -2.4% |
| 3M | +38.2% | -32.8% | +71.0% | +51.4% |
| 6M | +14.5% | -49.8% | +64.4% | +33.5% |
| YTD | +27.6% | -40.2% | +67.8% | +39.8% |
| 1Y | +19.9% | -52.7% | +72.7% | +38.6% |
| 3Y | +104.3% | -57.9% | +162.2% | +122.9% |
| 5Y | -49.3% | -92.9% | +43.6% | -24.2% |
| All | +569.3% | -49.2% | +618.5% | +593.5% |
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