-38.6%
NIO vs GPC
-0.1%
-38.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.6% |
| 7D | -6.7% | +0.2% | -6.8% | -6.6% |
| 30D | -20.0% | -0.4% | -19.7% | -20.0% |
| 3M | -30.5% | +39.2% | -69.6% | -28.9% |
| 6M | -20.7% | +18.2% | -38.9% | -20.3% |
| YTD | -25.7% | +12.1% | -37.8% | -24.3% |
| 1Y | -38.6% | -0.7% | -37.9% | -38.4% |
| All | -38.6% | -0.1% | -38.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling