+38.2%
GEHC vs NIO
-72.5%
+110.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.6% | -2.2% |
| 7D | +7.6% | +5.6% | +2.0% | +7.0% |
| 30D | +27.5% | -4.2% | +31.7% | +27.9% |
| 3M | +17.2% | -26.3% | +43.5% | +20.7% |
| 6M | +33.6% | -42.5% | +76.1% | +40.4% |
| YTD | +0.6% | -33.5% | +34.2% | +3.7% |
| 1Y | +11.3% | -52.7% | +63.9% | +18.8% |
| 3Y | +16.5% | -57.5% | +74.0% | +19.6% |
| All | +38.2% | -72.5% | +110.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling