-56.1%
NIO vs GPC
+53.1%
-109.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.1% |
| 7D | -14.5% | +0.4% | -14.9% | -14.6% |
| 30D | -15.0% | -6.3% | -8.7% | -12.9% |
| 3M | -35.6% | -8.2% | -27.4% | -33.6% |
| 6M | -55.7% | +27.1% | -82.7% | -61.0% |
| YTD | -43.1% | +3.1% | -46.3% | -46.1% |
| 1Y | -53.5% | +0.1% | -53.6% | -55.3% |
| 3Y | -59.8% | +0.2% | -60.1% | -63.2% |
| 5Y | -93.2% | +4.9% | -98.1% | -94.0% |
| All | -56.1% | +53.1% | -109.2% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling