-55.4%
GTLB vs NIO
-89.8%
+34.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.1% |
| 7D | -6.6% | -4.1% | -2.4% | -5.4% |
| 30D | +13.7% | -23.2% | +37.0% | +22.3% |
| 3M | +52.9% | -29.9% | +82.8% | +68.6% |
| 6M | +88.5% | -25.1% | +113.6% | +97.6% |
| YTD | +23.4% | -27.5% | +50.9% | +29.2% |
| 1Y | -3.8% | -41.1% | +37.3% | +5.9% |
| 3Y | -11.5% | -63.1% | +51.6% | +0.8% |
| All | -55.4% | -89.8% | +34.4% | -32.1% |
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