-82.6%
NIO vs GGLL
+217.5%
-300.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -6.7% |
| 7D | -4.7% | +11.5% | -16.2% | -7.2% |
| 30D | -14.3% | -31.2% | +16.9% | -7.4% |
| 3M | -32.8% | -28.7% | -4.2% | -28.3% |
| 6M | -49.8% | -47.2% | -2.6% | -43.2% |
| YTD | -40.2% | -24.3% | -15.9% | -39.8% |
| 1Y | -52.7% | -12.0% | -40.7% | -54.6% |
| 3Y | -57.9% | +169.6% | -227.5% | -75.4% |
| All | -82.6% | +217.5% | -300.0% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling