+139.3%
GS vs NKE
-76.0%
+215.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -2.4% | +12.3% | -14.7% | -5.4% |
| 3M | -15.7% | -7.1% | -8.6% | -14.3% |
| 6M | -6.8% | -10.3% | +3.6% | -4.8% |
| YTD | -0.1% | -37.8% | +37.8% | +12.6% |
| 1Y | +12.1% | -35.6% | +47.7% | +24.3% |
| 3Y | +185.8% | -61.4% | +247.2% | +255.0% |
| All | +139.3% | -76.0% | +215.4% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling