-92.2%
NIO vs GAP
+5.0%
-97.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.1% | +7.0% |
| 7D | +5.6% | -3.8% | +9.4% | +6.5% |
| 30D | -4.2% | -9.0% | +4.8% | -2.1% |
| 3M | -26.3% | +5.5% | -31.8% | -27.7% |
| 6M | -42.5% | -11.1% | -31.5% | -41.8% |
| YTD | -33.5% | -13.6% | -20.0% | -33.1% |
| 1Y | -52.7% | -2.9% | -49.8% | -54.1% |
| 3Y | -57.5% | +69.6% | -127.1% | -70.1% |
| All | -92.2% | +5.0% | -97.2% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling