+240.4%
GS vs NKE
-58.4%
+298.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | +0.2% | -7.7% | +7.9% | +1.6% |
| 3M | -0.3% | -10.9% | +10.6% | +1.4% |
| 6M | +27.4% | -31.9% | +59.2% | +36.3% |
| YTD | +19.6% | -38.6% | +58.3% | +30.9% |
| 1Y | +42.5% | -46.9% | +89.4% | +60.2% |
| 3Y | +240.4% | -58.2% | +298.6% | +264.5% |
| All | +240.4% | -58.4% | +298.8% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling