+126.1%
GLD vs NKE
-59.3%
+185.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +0.1% | -2.3% | +2.5% | +0.2% |
| 30D | +0.2% | -10.4% | +10.6% | +0.4% |
| 3M | +3.2% | -15.5% | +18.7% | +3.4% |
| 6M | -14.6% | -32.6% | +18.0% | -14.4% |
| YTD | +1.8% | -39.8% | +41.6% | +2.0% |
| 1Y | +20.7% | -47.6% | +68.3% | +21.0% |
| All | +126.1% | -59.3% | +185.4% | +129.1% |
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