+650.5%
GS vs NKE
-22.7%
+673.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | +2.4% | -2.3% | +4.8% | +3.3% |
| 30D | -0.1% | -10.4% | +10.3% | +3.8% |
| 3M | +0.2% | -15.5% | +15.6% | +5.7% |
| 6M | +24.8% | -32.6% | +57.4% | +42.1% |
| YTD | +18.8% | -39.8% | +58.6% | +41.0% |
| 1Y | +37.3% | -47.6% | +84.9% | +70.4% |
| 3Y | +237.9% | -59.0% | +296.9% | +338.4% |
| 5Y | +187.0% | -74.9% | +262.0% | +357.9% |
| 10Y | +650.5% | -21.9% | +672.4% | +643.5% |
| All | +650.5% | -22.7% | +673.2% | +643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling