-42.6%
NIO vs GWRE
+48.0%
-90.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.6% | +3.0% |
| 7D | -6.7% | -25.6% | +18.9% | +4.2% |
| 30D | -20.0% | -12.2% | -7.8% | -17.3% |
| 3M | -30.5% | +17.7% | -48.2% | -38.0% |
| 6M | -20.7% | -11.3% | -9.4% | -21.7% |
| YTD | -25.7% | -25.5% | -0.2% | -21.2% |
| 1Y | -38.6% | -42.8% | +4.3% | -25.3% |
| 3Y | -62.3% | +59.0% | -121.3% | -78.5% |
| 5Y | -90.1% | +21.6% | -111.7% | -93.5% |
| All | -42.6% | +48.0% | -90.6% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling