-42.6%
NIO vs GAP
+2.9%
-45.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -6.7% | +1.7% | -8.4% | -7.1% |
| 30D | -20.0% | +9.3% | -29.4% | -22.3% |
| 3M | -30.5% | +6.1% | -36.6% | -32.1% |
| 6M | -20.7% | -2.3% | -18.4% | -21.8% |
| YTD | -25.7% | -10.6% | -15.1% | -25.6% |
| 1Y | -38.6% | -4.4% | -34.1% | -40.3% |
| 3Y | -62.3% | +118.3% | -180.6% | -74.9% |
| 5Y | -90.1% | +12.2% | -102.3% | -92.4% |
| All | -42.6% | +2.9% | -45.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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