-48.3%
NIO vs GAP
+3.0%
-51.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.4% |
| 7D | +6.9% | 0.0% | +6.9% | +6.7% |
| 30D | -4.7% | -4.3% | -0.4% | -3.8% |
| 3M | -28.1% | +9.4% | -37.5% | -30.3% |
| 6M | -41.7% | -3.3% | -38.4% | -42.3% |
| YTD | -33.1% | -10.5% | -22.6% | -33.3% |
| 1Y | -50.3% | -2.4% | -47.9% | -51.9% |
| 3Y | -54.4% | +80.1% | -134.4% | -67.5% |
| 5Y | -91.6% | +6.5% | -98.1% | -93.4% |
| All | -48.3% | +3.0% | -51.3% | -57.4% |
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