-78.3%
NIO vs GGLL
+328.7%
-406.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.0% |
| 7D | -13.0% | -4.8% | -8.3% | -12.0% |
| 30D | -18.3% | -13.7% | -4.6% | -15.4% |
| 3M | -33.2% | -21.9% | -11.4% | -30.1% |
| 6M | -21.5% | +11.7% | -33.1% | -26.6% |
| YTD | -25.5% | +2.3% | -27.8% | -29.1% |
| 1Y | -38.0% | +76.2% | -114.2% | -50.0% |
| 3Y | -65.5% | +245.0% | -310.4% | -80.5% |
| All | -78.3% | +328.7% | -406.9% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling