+568.5%
GME vs NIO
-43.2%
+611.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.8% | +6.9% | -1.1% | +4.1% |
| 30D | -3.7% | -4.7% | +1.1% | -2.6% |
| 3M | +33.6% | -28.1% | +61.6% | +44.0% |
| 6M | +5.4% | -41.7% | +47.1% | +18.6% |
| YTD | +27.4% | -33.1% | +60.6% | +36.0% |
| 1Y | +19.0% | -50.3% | +69.3% | +36.1% |
| 3Y | +101.5% | -54.4% | +155.8% | +115.9% |
| 5Y | -50.5% | -91.6% | +41.2% | -28.5% |
| All | +568.5% | -43.2% | +611.7% | +574.9% |
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