+185.7%
GS vs NKE
-74.3%
+260.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | -1.6% | -8.6% | +7.0% | +0.6% |
| 3M | -4.5% | -11.0% | +6.6% | -2.0% |
| 6M | +20.9% | -33.2% | +54.1% | +33.5% |
| YTD | +19.9% | -38.1% | +58.0% | +35.2% |
| 1Y | +41.4% | -47.4% | +88.8% | +66.2% |
| 3Y | +239.2% | -59.8% | +298.9% | +313.4% |
| All | +185.7% | -74.3% | +260.0% | +292.3% |
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