+104.6%
GLD vs NKE
-60.7%
+165.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -2.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | -4.0% | +11.4% | -15.4% | -4.1% |
| 3M | -8.2% | -7.2% | -1.0% | -8.1% |
| 6M | -14.8% | -10.7% | -4.2% | -14.7% |
| YTD | -6.8% | -37.7% | +30.9% | -6.6% |
| 1Y | -2.4% | -34.3% | +31.9% | -2.1% |
| All | +104.6% | -60.7% | +165.3% | +108.6% |
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