-90.6%
NIO vs GFI
+515.1%
-605.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.8% |
| 7D | -7.3% | -5.1% | -2.1% | -6.4% |
| 30D | -22.5% | +13.4% | -35.9% | -24.1% |
| 3M | -30.9% | +36.2% | -67.1% | -34.7% |
| 6M | -37.2% | -9.8% | -27.4% | -36.8% |
| YTD | -29.8% | +7.7% | -37.5% | -32.1% |
| 1Y | -37.4% | +27.2% | -64.6% | -41.6% |
| 3Y | -64.3% | +300.3% | -364.6% | -74.4% |
| 5Y | -90.6% | +539.8% | -630.4% | -94.6% |
| All | -90.6% | +515.1% | -605.7% | -94.6% |
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