-44.2%
GPN vs NIO
-90.7%
+46.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.1% |
| 7D | -3.5% | -7.3% | +3.7% | -2.7% |
| 30D | +3.1% | -22.5% | +25.6% | +6.0% |
| 3M | +42.3% | -30.9% | +73.2% | +47.9% |
| 6M | +20.9% | -37.2% | +58.1% | +26.4% |
| YTD | +15.2% | -29.8% | +45.0% | +18.4% |
| 1Y | +5.4% | -37.4% | +42.9% | +9.2% |
| 3Y | -27.4% | -64.3% | +36.9% | -22.9% |
| 5Y | -44.2% | -90.6% | +46.4% | -35.6% |
| All | -44.2% | -90.7% | +46.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling