-83.4%
NIO vs GGLL
+210.8%
-294.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.4% |
| 7D | -14.5% | +7.7% | -22.1% | -16.0% |
| 30D | -15.0% | -30.2% | +15.3% | -8.5% |
| 3M | -35.6% | -31.3% | -4.3% | -30.5% |
| 6M | -55.7% | -52.1% | -3.6% | -48.5% |
| YTD | -43.1% | -25.9% | -17.3% | -42.4% |
| 1Y | -53.5% | -8.5% | -45.1% | -56.0% |
| 3Y | -59.8% | +165.5% | -225.4% | -76.5% |
| All | -83.4% | +210.8% | -294.2% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling