+52.4%
GEV vs NKE
-33.0%
+85.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.2% | -14.5% | -8.4% |
| 7D | -5.1% | +9.0% | -14.1% | -3.8% |
| 30D | -15.8% | +19.2% | -35.1% | -13.7% |
| 3M | -18.2% | -1.5% | -16.7% | -17.6% |
| 6M | -22.4% | -4.2% | -18.2% | -22.0% |
| YTD | +27.7% | -34.8% | +62.5% | +29.0% |
| 1Y | +52.4% | -31.7% | +84.1% | +58.2% |
| All | +52.4% | -33.0% | +85.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling