-90.6%
NIO vs GPC
+30.9%
-121.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -13.0% | +1.2% | -14.2% | -13.4% |
| 30D | -18.3% | +6.0% | -24.2% | -20.0% |
| 3M | -33.2% | +42.6% | -75.8% | -42.7% |
| 6M | -21.5% | +22.8% | -44.2% | -28.6% |
| YTD | -25.5% | +15.5% | -40.9% | -31.6% |
| 1Y | -38.0% | +2.0% | -40.1% | -39.6% |
| 3Y | -65.5% | -1.4% | -64.0% | -67.4% |
| All | -90.6% | +30.9% | -121.5% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling