+418.2%
GRMN vs NIO
-46.0%
+464.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +1.8% |
| 30D | +10.2% | -6.6% | +16.8% | +10.7% |
| 3M | -4.7% | -29.9% | +25.2% | -2.1% |
| 6M | +22.3% | -46.6% | +68.9% | +28.0% |
| YTD | +46.7% | -36.5% | +83.1% | +50.9% |
| 1Y | +49.6% | -51.1% | +100.8% | +56.9% |
| 3Y | +165.3% | -55.2% | +220.5% | +170.9% |
| 5Y | +130.3% | -92.3% | +222.7% | +153.1% |
| All | +418.2% | -46.0% | +464.2% | +401.8% |
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