+1,704.0%
GS vs NKE
+579.1%
+1,124.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -2.4% | +12.3% | -14.7% | -7.0% |
| 3M | -15.7% | -7.1% | -8.6% | -13.6% |
| 6M | -6.8% | -10.3% | +3.6% | -3.9% |
| YTD | -0.1% | -37.8% | +37.8% | +18.4% |
| 1Y | +12.1% | -35.6% | +47.7% | +29.8% |
| 3Y | +185.8% | -61.4% | +247.2% | +287.9% |
| 5Y | +140.1% | -76.2% | +216.3% | +289.8% |
| 10Y | +505.2% | -10.7% | +515.9% | +434.0% |
| All | +1,704.0% | +579.1% | +1,124.9% | +595.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling