+87.2%
GSK vs NIO
-43.2%
+130.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +4.9% | +6.9% | -2.0% | +4.7% |
| 30D | +10.8% | -4.7% | +15.6% | +10.9% |
| 3M | -1.8% | -28.1% | +26.3% | -1.1% |
| 6M | +4.1% | -41.7% | +45.8% | +5.3% |
| YTD | +7.9% | -33.1% | +41.0% | +8.6% |
| 1Y | +14.4% | -50.3% | +64.7% | +16.0% |
| 3Y | +68.1% | -54.4% | +122.4% | +68.9% |
| 5Y | +47.7% | -91.6% | +139.3% | +51.6% |
| All | +87.2% | -43.2% | +130.4% | +81.4% |
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