+44.1%
GSK vs NIO
-92.1%
+136.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.3% |
| 7D | +1.7% | +5.6% | -4.0% | +1.5% |
| 30D | +7.0% | -4.2% | +11.3% | +7.1% |
| 3M | -2.7% | -26.3% | +23.6% | -1.8% |
| 6M | +1.4% | -42.5% | +44.0% | +2.9% |
| YTD | +5.3% | -33.5% | +38.9% | +6.3% |
| 1Y | +10.6% | -52.7% | +63.3% | +12.6% |
| 3Y | +62.6% | -57.5% | +120.1% | +63.7% |
| All | +44.1% | -92.1% | +136.1% | +48.6% |
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