+378.0%
GRMN vs NIO
-38.3%
+416.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -1.4% | -4.1% | +2.7% | -1.1% |
| 30D | -13.1% | -23.2% | +10.2% | -11.3% |
| 3M | +14.9% | -29.9% | +44.9% | +18.0% |
| 6M | +13.1% | -25.1% | +38.2% | +15.1% |
| YTD | +35.3% | -27.5% | +62.7% | +37.8% |
| 1Y | +16.0% | -41.1% | +57.1% | +19.6% |
| 3Y | +179.6% | -63.1% | +242.7% | +188.9% |
| 5Y | +75.0% | -90.4% | +165.4% | +89.4% |
| All | +378.0% | -38.3% | +416.4% | +358.3% |
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