-81.7%
NIO vs GGLL
+184.7%
-266.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.4% | -2.0% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -8.0% | -36.3% | +28.2% | +1.2% |
| 3M | -31.2% | -42.7% | +11.5% | -22.5% |
| 6M | -45.8% | -53.1% | +7.3% | -36.8% |
| YTD | -37.3% | -32.1% | -5.2% | -35.1% |
| 1Y | -56.1% | -20.1% | -36.0% | -57.0% |
| 3Y | -61.1% | +151.7% | -212.8% | -77.1% |
| All | -81.7% | +184.7% | -266.4% | -90.7% |
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