-54.6%
GTLB vs NIO
-90.6%
+35.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -9.6% | +6.9% | -16.5% | -11.4% |
| 30D | -14.5% | -4.7% | -9.7% | -13.4% |
| 3M | +20.9% | -28.1% | +49.0% | +31.9% |
| 6M | +81.4% | -41.7% | +123.1% | +108.1% |
| YTD | +25.6% | -33.1% | +58.7% | +34.0% |
| 1Y | +3.4% | -50.3% | +53.7% | +21.2% |
| 3Y | +8.9% | -54.4% | +63.2% | +12.1% |
| 5Y | -64.0% | -91.6% | +27.6% | -43.6% |
| All | -54.6% | -90.6% | +35.9% | -29.6% |
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