-81.5%
NIO vs GGLL
+206.6%
-288.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.2% |
| 7D | -1.8% | +2.9% | -4.7% | -2.5% |
| 30D | -6.6% | -33.1% | +26.5% | +1.6% |
| 3M | -29.9% | -31.2% | +1.3% | -24.4% |
| 6M | -46.6% | -49.4% | +2.7% | -38.9% |
| YTD | -36.5% | -26.8% | -9.6% | -35.5% |
| 1Y | -51.1% | -17.7% | -33.4% | -52.3% |
| 3Y | -55.2% | +160.4% | -215.7% | -73.6% |
| All | -81.5% | +206.6% | -288.1% | -90.8% |
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