-26.8%
GPN vs NIO
-38.5%
+11.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -4.3% | -2.9% | -1.4% | -4.1% |
| 30D | 0.0% | -18.7% | +18.7% | +1.5% |
| 3M | +35.8% | -29.4% | +65.3% | +39.2% |
| 6M | +22.0% | -32.5% | +54.5% | +25.1% |
| YTD | +15.2% | -27.6% | +42.9% | +17.1% |
| 1Y | +3.5% | -39.2% | +42.7% | +6.3% |
| 3Y | -26.9% | -64.3% | +37.3% | -24.4% |
| 5Y | -44.2% | -90.3% | +46.1% | -39.6% |
| All | -26.8% | -38.5% | +11.7% | -31.8% |
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