-19.4%
GPN vs NIO
-92.0%
+72.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +4.3% |
| 7D | +3.7% | +2.8% | +0.8% | +3.3% |
| 30D | +23.6% | -8.4% | +32.0% | +24.6% |
| 3M | +18.3% | -32.0% | +50.2% | +23.1% |
| 6M | +47.8% | -43.9% | +91.7% | +56.6% |
| YTD | +32.6% | -35.7% | +68.2% | +37.3% |
| 1Y | +36.0% | -51.1% | +87.1% | +45.3% |
| 3Y | -3.9% | -54.7% | +50.8% | -1.6% |
| 5Y | -19.4% | -91.7% | +72.3% | -8.0% |
| All | -19.4% | -92.0% | +72.6% | -8.0% |
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