-54.5%
GTLB vs NIO
-91.6%
+37.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.6% |
| 7D | -3.5% | -4.7% | +1.2% | -2.3% |
| 30D | -9.0% | -14.3% | +5.3% | -5.0% |
| 3M | +15.9% | -32.8% | +48.7% | +28.8% |
| 6M | +104.9% | -49.8% | +154.7% | +145.4% |
| YTD | +26.0% | -40.2% | +66.2% | +38.7% |
| 1Y | +1.8% | -52.7% | +54.5% | +20.6% |
| 3Y | +6.0% | -57.9% | +63.9% | +11.0% |
| 5Y | -62.2% | -92.9% | +30.7% | -38.8% |
| All | -54.5% | -91.6% | +37.1% | -27.1% |
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