-60.9%
NKE vs GD
+58.2%
-119.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.6% | +2.7% | -4.2% | -2.3% |
| 30D | +7.6% | +8.6% | -1.0% | +4.9% |
| 3M | -6.9% | -7.1% | +0.2% | -5.1% |
| 6M | -8.5% | +7.5% | -16.0% | -10.7% |
| YTD | -38.8% | +9.9% | -48.7% | -40.8% |
| 1Y | -40.6% | +7.6% | -48.1% | -42.2% |
| 3Y | -60.9% | +56.2% | -117.1% | -66.2% |
| All | -60.9% | +58.2% | -119.1% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling