-48.6%
NIO vs GPC
+52.5%
-101.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.3% | +6.5% |
| 7D | +5.6% | +1.6% | +4.0% | +4.9% |
| 30D | -4.2% | -2.1% | -2.2% | -3.8% |
| 3M | -26.3% | -6.8% | -19.5% | -24.6% |
| 6M | -42.5% | +18.6% | -61.1% | -47.9% |
| YTD | -33.5% | +2.7% | -36.2% | -36.9% |
| 1Y | -52.7% | +1.8% | -54.4% | -54.9% |
| 3Y | -57.5% | +1.1% | -58.5% | -61.3% |
| 5Y | -92.0% | +4.1% | -96.1% | -92.8% |
| All | -48.6% | +52.5% | -101.1% | -67.6% |
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