+627.7%
GEV vs NKE
-57.4%
+685.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | +3.2% | -2.3% | +5.5% | +3.5% |
| 30D | -4.0% | -10.4% | +6.3% | -2.5% |
| 3M | +3.4% | -15.5% | +18.9% | +5.9% |
| 6M | +14.7% | -32.6% | +47.3% | +22.5% |
| YTD | +45.8% | -39.8% | +85.6% | +59.3% |
| 1Y | +57.4% | -47.6% | +105.0% | +77.5% |
| All | +627.7% | -57.4% | +685.0% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling