-31.7%
NKE vs GD
+9.0%
-40.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.7% |
| 7D | +9.0% | +3.0% | +6.0% | +8.1% |
| 30D | +19.2% | +10.5% | +8.7% | +16.7% |
| 3M | -1.5% | -5.0% | +3.5% | -1.0% |
| 6M | -4.2% | +5.5% | -9.7% | -5.7% |
| YTD | -34.8% | +10.3% | -45.1% | -34.9% |
| 1Y | -31.7% | +8.2% | -39.8% | -32.2% |
| All | -31.7% | +9.0% | -40.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling