+700.9%
GLD vs NKE
+374.8%
+326.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.6% |
| 30D | -5.5% | +7.6% | -13.1% | -5.4% |
| 3M | -10.9% | -6.9% | -4.0% | -11.0% |
| 6M | -17.4% | -8.5% | -8.9% | -17.5% |
| YTD | -10.3% | -38.8% | +28.5% | -10.8% |
| 1Y | -7.2% | -40.6% | +33.4% | -7.7% |
| 3Y | +96.9% | -60.9% | +157.8% | +94.9% |
| 5Y | +103.8% | -75.4% | +179.1% | +99.6% |
| 10Y | +203.5% | -13.5% | +217.0% | +211.2% |
| All | +700.9% | +374.8% | +326.1% | +727.2% |
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