-56.1%
NIO vs GAP
-2.4%
-53.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.7% |
| 7D | -14.5% | -1.9% | -12.5% | -14.0% |
| 30D | -15.0% | -7.1% | -7.9% | -13.4% |
| 3M | -35.6% | +4.1% | -39.7% | -36.7% |
| 6M | -55.7% | +1.9% | -57.6% | -56.7% |
| YTD | -43.1% | -15.2% | -27.9% | -42.4% |
| 1Y | -53.5% | -10.6% | -42.9% | -53.8% |
| 3Y | -59.8% | +74.6% | -134.4% | -71.2% |
| 5Y | -93.2% | +3.7% | -96.9% | -94.6% |
| All | -56.1% | -2.4% | -53.7% | -63.2% |
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