+61.1%
GNRC vs NIO
-64.4%
+125.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | +3.2% | -4.1% | +7.3% | +3.8% |
| 30D | -9.5% | -23.2% | +13.7% | -6.1% |
| 3M | -28.5% | -29.9% | +1.4% | -24.9% |
| 6M | -10.0% | -25.1% | +15.1% | -7.1% |
| YTD | +36.7% | -27.5% | +64.2% | +41.4% |
| 1Y | +2.6% | -41.1% | +43.7% | +8.5% |
| All | +61.1% | -64.4% | +125.5% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling