-53.9%
NIO vs GFI
+6.9%
-60.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +2.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | -3.5% | +3.0% | -6.5% | -3.9% |
| 3M | -30.7% | +10.2% | -40.9% | -31.5% |
| 6M | -45.6% | -10.1% | -35.6% | -45.0% |
| YTD | -35.3% | -11.4% | -23.9% | -36.1% |
| 1Y | -53.9% | +8.4% | -62.3% | -57.9% |
| All | -53.9% | +6.9% | -60.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling