-26.7%
GPN vs NIO
-62.3%
+35.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -0.7% | -6.7% | +5.9% | -0.3% |
| 30D | +3.8% | -20.0% | +23.9% | +5.3% |
| 3M | +39.2% | -30.5% | +69.6% | +42.5% |
| 6M | +17.9% | -20.7% | +38.6% | +18.9% |
| YTD | +16.4% | -25.7% | +42.0% | +17.8% |
| 1Y | +3.6% | -38.6% | +42.2% | +6.1% |
| 3Y | -26.7% | -62.3% | +35.6% | -24.4% |
| All | -26.7% | -62.3% | +35.6% | -24.4% |
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