+6,192.3%
NKE vs GD
+19,982.5%
-13,790.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.2% |
| 7D | -0.2% | -5.0% | +4.8% | +1.4% |
| 30D | +12.3% | +8.9% | +3.4% | +9.2% |
| 3M | -7.1% | -8.0% | +0.9% | -4.6% |
| 6M | -10.3% | +2.9% | -13.2% | -11.3% |
| YTD | -37.8% | +7.1% | -44.9% | -39.6% |
| 1Y | -35.6% | +5.9% | -41.5% | -37.3% |
| 3Y | -61.4% | +53.9% | -115.3% | -67.1% |
| 5Y | -76.2% | +95.4% | -171.6% | -81.3% |
| 10Y | -10.7% | +193.5% | -204.2% | -39.0% |
| All | +6,192.3% | +19,982.5% | -13,790.2% | +1,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling