+632.4%
GEV vs NKE
-58.0%
+690.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -4.2% | +5.8% | +2.3% |
| 30D | -7.9% | -8.2% | +0.2% | -6.9% |
| 3M | +5.6% | -19.1% | +24.7% | +8.9% |
| 6M | +13.1% | -32.6% | +45.7% | +20.6% |
| YTD | +46.7% | -40.7% | +87.5% | +60.7% |
| 1Y | +51.3% | -48.9% | +100.2% | +71.4% |
| All | +632.4% | -58.0% | +690.4% | +709.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling