+215.0%
GLD vs NKE
-22.6%
+237.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.9% |
| 30D | -1.5% | -8.2% | +6.7% | -1.4% |
| 3M | +3.2% | -19.1% | +22.3% | +3.5% |
| 6M | -16.3% | -32.6% | +16.4% | -16.0% |
| YTD | +0.6% | -40.7% | +41.3% | +1.1% |
| 1Y | +19.1% | -48.9% | +68.0% | +19.8% |
| 3Y | +123.5% | -59.2% | +182.7% | +125.2% |
| 5Y | +138.5% | -75.3% | +213.9% | +139.7% |
| All | +215.0% | -22.6% | +237.6% | +221.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling