+76.6%
GSK vs NIO
-38.3%
+115.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -3.6% | -4.1% | +0.6% | -3.5% |
| 30D | -5.9% | -23.2% | +17.3% | -5.3% |
| 3M | -4.3% | -29.9% | +25.7% | -3.5% |
| 6M | -10.8% | -25.1% | +14.3% | -10.3% |
| YTD | +1.8% | -27.5% | +29.2% | +2.3% |
| 1Y | +23.5% | -41.1% | +64.6% | +24.6% |
| 3Y | +49.5% | -63.1% | +112.7% | +50.8% |
| 5Y | +49.7% | -90.4% | +140.0% | +53.2% |
| All | +76.6% | -38.3% | +115.0% | +70.9% |
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