+212.5%
GNRC vs NIO
-40.3%
+252.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.1% |
| 7D | -0.7% | -7.3% | +6.5% | +0.4% |
| 30D | -15.8% | -22.5% | +6.7% | -12.6% |
| 3M | -24.0% | -30.9% | +6.9% | -19.8% |
| 6M | -13.8% | -37.2% | +23.4% | -8.4% |
| YTD | +33.2% | -29.8% | +63.0% | +38.7% |
| 1Y | -1.8% | -37.4% | +35.6% | +3.2% |
| 3Y | +57.7% | -64.3% | +122.1% | +70.2% |
| 5Y | -59.7% | -90.6% | +30.8% | -51.6% |
| All | +212.5% | -40.3% | +252.8% | +219.7% |
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