-52.7%
NIO vs GGLL
-19.4%
-33.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.7% |
| 7D | +5.6% | +3.1% | +2.5% | +5.2% |
| 30D | -4.2% | -36.3% | +32.1% | +1.5% |
| 3M | -26.3% | -40.4% | +14.1% | -21.3% |
| 6M | -42.5% | -54.6% | +12.1% | -36.5% |
| YTD | -33.5% | -31.1% | -2.4% | -35.7% |
| 1Y | -52.7% | -19.2% | -33.5% | -56.6% |
| All | -52.7% | -19.4% | -33.2% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling