+457.2%
GS vs NKE
-12.8%
+470.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +1.7% | +11.4% | -9.7% | -2.4% |
| 3M | -11.6% | -7.2% | -4.4% | -9.5% |
| 6M | -1.9% | -10.7% | +8.8% | +1.1% |
| YTD | +5.1% | -37.7% | +42.8% | +23.0% |
| 1Y | +16.4% | -34.3% | +50.7% | +32.5% |
| 3Y | +199.0% | -60.9% | +259.9% | +298.9% |
| 5Y | +157.4% | -74.8% | +232.2% | +313.3% |
| 10Y | +457.2% | -11.2% | +468.5% | +431.6% |
| All | +457.2% | -12.8% | +470.0% | +431.6% |
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