+356.7%
GS vs NIO
-46.7%
+403.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -6.1% |
| 7D | -6.3% | -3.6% | -2.7% | -6.0% |
| 30D | -3.1% | -8.0% | +4.9% | -2.4% |
| 3M | -17.7% | -31.2% | +13.5% | -15.0% |
| 6M | -4.6% | -45.8% | +41.2% | +0.4% |
| YTD | +0.3% | -37.3% | +37.6% | +3.8% |
| 1Y | +11.7% | -56.1% | +67.8% | +19.0% |
| 3Y | +183.6% | -61.1% | +244.7% | +194.0% |
| 5Y | +141.0% | -92.4% | +233.4% | +172.9% |
| All | +356.7% | -46.7% | +403.4% | +310.5% |
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