-92.9%
NIO vs GFI
+300.1%
-392.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | -14.5% | -8.7% | -5.7% | -13.2% |
| 30D | -15.0% | +0.6% | -15.5% | -15.1% |
| 3M | -35.6% | -7.5% | -28.1% | -35.0% |
| 6M | -55.7% | -18.3% | -37.3% | -54.6% |
| YTD | -43.1% | -13.8% | -29.3% | -43.2% |
| 1Y | -53.5% | -8.8% | -44.7% | -54.1% |
| 3Y | -59.8% | +215.8% | -275.7% | -70.1% |
| All | -92.9% | +300.1% | -392.9% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling