-54.6%
GTLB vs NIO
-89.5%
+34.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +4.6% | -6.7% | +11.2% | +6.5% |
| 30D | +21.0% | -20.0% | +41.0% | +28.6% |
| 3M | +51.7% | -30.5% | +82.2% | +67.6% |
| 6M | +89.3% | -20.7% | +110.0% | +95.0% |
| YTD | +25.6% | -25.7% | +51.3% | +30.6% |
| 1Y | -1.5% | -38.6% | +37.0% | +7.0% |
| 3Y | -9.9% | -62.3% | +52.3% | +1.9% |
| All | -54.6% | -89.5% | +34.9% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling