-4.1%
GTLB vs NIO
-62.6%
+58.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.2% |
| 7D | +11.1% | -13.0% | +24.1% | +12.4% |
| 30D | +37.8% | -18.3% | +56.1% | +40.3% |
| 3M | +61.6% | -33.2% | +94.8% | +67.5% |
| 6M | +98.9% | -21.5% | +120.4% | +100.7% |
| YTD | +32.8% | -25.5% | +58.3% | +34.3% |
| 1Y | +14.7% | -38.0% | +52.7% | +18.2% |
| All | -4.1% | -62.6% | +58.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling