+12.0%
GEHC vs NIO
-69.3%
+81.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -5.2% | -6.7% | +1.5% | -4.5% |
| 30D | -7.0% | -20.0% | +13.1% | -4.9% |
| 3M | +3.3% | -30.5% | +33.8% | +6.9% |
| 6M | -10.0% | -20.7% | +10.7% | -8.6% |
| YTD | -18.5% | -25.7% | +7.2% | -16.8% |
| 1Y | -14.4% | -38.6% | +24.2% | -11.3% |
| 3Y | +3.4% | -62.3% | +65.7% | +7.2% |
| All | +12.0% | -69.3% | +81.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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