+380.2%
GS vs NIO
-49.2%
+429.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.4% | -0.9% |
| 7D | +5.1% | -4.7% | +9.8% | +5.5% |
| 30D | +2.4% | -14.3% | +16.8% | +3.8% |
| 3M | -11.5% | -32.8% | +21.3% | -8.4% |
| 6M | -2.5% | -49.8% | +47.3% | +3.2% |
| YTD | +5.5% | -40.2% | +45.7% | +9.5% |
| 1Y | +11.0% | -52.7% | +63.8% | +17.5% |
| 3Y | +200.1% | -57.9% | +257.9% | +208.8% |
| 5Y | +154.7% | -92.9% | +247.5% | +189.8% |
| All | +380.2% | -49.2% | +429.3% | +333.3% |
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