-42.6%
NIO vs GFI
+2,467.9%
-2,510.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -6.7% | +5.7% | -12.3% | -7.3% |
| 30D | -20.0% | +15.6% | -35.6% | -21.4% |
| 3M | -30.5% | +31.5% | -62.0% | -33.0% |
| 6M | -20.7% | -3.7% | -17.0% | -21.0% |
| YTD | -25.7% | +11.2% | -36.9% | -27.6% |
| 1Y | -38.6% | +36.4% | -75.0% | -41.8% |
| 3Y | -62.3% | +313.5% | -375.8% | -69.3% |
| 5Y | -90.1% | +528.0% | -618.1% | -92.4% |
| All | -42.6% | +2,467.9% | -2,510.5% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling