-54.0%
GME vs NIO
-92.1%
+38.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.9% | -2.0% | +1.9% |
| 7D | +3.7% | +5.6% | -1.9% | +1.8% |
| 30D | +2.2% | -4.2% | +6.4% | +3.6% |
| 3M | +30.6% | -26.3% | +56.9% | +44.0% |
| 6M | -0.2% | -42.5% | +42.3% | +18.4% |
| YTD | +25.1% | -33.5% | +58.6% | +36.7% |
| 1Y | +17.7% | -52.7% | +70.3% | +44.6% |
| 3Y | +85.7% | -57.5% | +143.1% | +106.5% |
| All | -54.0% | -92.1% | +38.0% | -6.2% |
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