+404.6%
GRMN vs NIO
-49.2%
+453.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.2% | -2.2% |
| 7D | -0.1% | -4.7% | +4.6% | +0.3% |
| 30D | +3.5% | -14.3% | +17.9% | +4.8% |
| 3M | -7.3% | -32.8% | +25.5% | -4.5% |
| 6M | +21.8% | -49.8% | +71.6% | +28.0% |
| YTD | +42.8% | -40.2% | +83.0% | +47.6% |
| 1Y | +46.5% | -52.7% | +99.2% | +54.0% |
| 3Y | +158.3% | -57.9% | +216.2% | +165.0% |
| 5Y | +122.6% | -92.9% | +215.5% | +145.9% |
| All | +404.6% | -49.2% | +453.7% | +390.8% |
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