+65.3%
GSK vs NIO
-60.1%
+125.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | +1.1% | -14.5% | +15.6% | +1.6% |
| 30D | +6.3% | -15.0% | +21.3% | +6.8% |
| 3M | +1.8% | -35.6% | +37.4% | +3.1% |
| 6M | +1.7% | -55.7% | +57.3% | +4.0% |
| YTD | +6.5% | -43.1% | +49.7% | +8.0% |
| 1Y | +9.5% | -53.5% | +63.0% | +11.6% |
| 3Y | +65.3% | -59.8% | +125.1% | +66.9% |
| All | +65.3% | -60.1% | +125.4% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling