-18.0%
GLD vs NKE
-9.0%
-9.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.6% |
| 7D | -5.5% | -4.6% | -0.9% | -4.9% |
| 30D | -7.0% | +6.9% | -13.9% | -7.5% |
| 3M | -12.4% | -5.8% | -6.6% | -11.7% |
| 6M | -18.0% | -9.1% | -8.9% | -17.4% |
| All | -18.0% | -9.0% | -9.0% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling