-24.0%
NKE vs GAP
+31.2%
-55.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -4.2% | -4.1% | -0.1% | -3.2% |
| 30D | -8.2% | +6.2% | -14.4% | -9.7% |
| 3M | -19.1% | -0.7% | -18.4% | -19.3% |
| 6M | -32.6% | -7.1% | -25.5% | -32.1% |
| YTD | -40.7% | -14.1% | -26.6% | -39.4% |
| 1Y | -48.9% | -8.5% | -40.4% | -48.7% |
| 3Y | -59.2% | +115.4% | -174.6% | -68.3% |
| 5Y | -75.3% | +9.8% | -85.2% | -79.0% |
| All | -24.0% | +31.2% | -55.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling