-90.6%
NIO vs GWRE
+14.4%
-105.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | -7.3% | -30.9% | +23.7% | +4.7% |
| 30D | -22.5% | -20.7% | -1.8% | -17.2% |
| 3M | -30.9% | +20.2% | -51.0% | -38.2% |
| 6M | -37.2% | -11.9% | -25.3% | -37.6% |
| YTD | -29.8% | -30.3% | +0.5% | -22.9% |
| 1Y | -37.4% | -44.6% | +7.2% | -22.7% |
| 3Y | -64.3% | +48.8% | -113.1% | -81.0% |
| 5Y | -90.6% | +14.8% | -105.3% | -93.9% |
| All | -90.6% | +14.4% | -105.0% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling