+816.6%
GLD vs NKE
+379.9%
+436.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -8.6% | +13.0% | +4.3% |
| 3M | -1.1% | -11.0% | +9.9% | -1.2% |
| 6M | -13.8% | -33.2% | +19.4% | -14.2% |
| YTD | +2.6% | -38.1% | +40.8% | +2.0% |
| 1Y | +24.5% | -47.4% | +71.9% | +23.5% |
| 3Y | +125.8% | -59.8% | +185.6% | +123.7% |
| 5Y | +137.8% | -74.2% | +212.0% | +133.2% |
| 10Y | +221.4% | -23.5% | +244.8% | +227.8% |
| All | +816.6% | +379.9% | +436.6% | +846.7% |
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 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