+5,990.1%
NKE vs GAP
+2,145.7%
+3,844.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -2.3% | -3.2% | +0.8% | -1.6% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -15.5% | -0.5% | -15.0% | -15.7% |
| 6M | -32.6% | -5.0% | -27.6% | -32.5% |
| YTD | -39.8% | -14.7% | -25.2% | -38.3% |
| 1Y | -47.6% | -8.6% | -38.9% | -47.4% |
| 3Y | -59.0% | +108.4% | -167.4% | -68.4% |
| 5Y | -74.9% | +5.8% | -80.7% | -78.5% |
| 10Y | -21.9% | +29.6% | -51.6% | -45.5% |
| All | +5,990.1% | +2,145.7% | +3,844.4% | +1,145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling