-64.3%
NIO vs GWRE
+50.1%
-114.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -2.9% | -13.2% | +10.3% | -1.4% |
| 30D | -18.7% | -18.6% | -0.1% | -17.2% |
| 3M | -29.4% | +18.9% | -48.3% | -31.4% |
| 6M | -32.5% | -11.0% | -21.6% | -32.0% |
| YTD | -27.6% | -29.9% | +2.2% | -23.8% |
| 1Y | -39.2% | -44.3% | +5.1% | -33.0% |
| 3Y | -64.3% | +51.7% | -116.0% | -74.7% |
| All | -64.3% | +50.1% | -114.4% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling