-23.8%
GPN vs NIO
-51.7%
+27.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +4.6% |
| 7D | -5.6% | -14.5% | +8.8% | -4.5% |
| 30D | +13.6% | -15.0% | +28.6% | +15.0% |
| 3M | -2.8% | -35.6% | +32.7% | +0.3% |
| 6M | +38.1% | -55.7% | +93.7% | +46.3% |
| YTD | +19.9% | -43.1% | +63.1% | +24.1% |
| 1Y | +23.4% | -53.5% | +76.9% | +29.6% |
| 3Y | -12.6% | -59.8% | +47.2% | -10.4% |
| 5Y | -26.6% | -93.2% | +66.6% | -18.6% |
| All | -23.8% | -51.7% | +27.9% | -27.8% |
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