+35.1%
GS vs NKE
-49.7%
+84.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -1.7% | -5.5% | +3.8% | -1.3% |
| 30D | -0.9% | -10.4% | +9.5% | -0.2% |
| 3M | +2.3% | -15.8% | +18.2% | +3.5% |
| 6M | +23.4% | -33.4% | +56.9% | +27.5% |
| YTD | +17.7% | -41.0% | +58.7% | +23.4% |
| 1Y | +35.1% | -49.1% | +84.2% | +38.5% |
| All | +35.1% | -49.7% | +84.8% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling