-59.8%
NIO vs GGLL
+151.4%
-211.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.4% | -2.3% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -8.0% | -36.3% | +28.2% | -1.7% |
| 3M | -31.2% | -42.7% | +11.5% | -25.3% |
| 6M | -45.8% | -53.1% | +7.3% | -39.8% |
| YTD | -37.3% | -32.1% | -5.2% | -35.7% |
| 1Y | -56.1% | -20.1% | -36.0% | -56.5% |
| All | -59.8% | +151.4% | -211.3% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling