+6,161.3%
NKE vs GD
+20,186.5%
-14,025.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -2.0% | -5.3% | +3.3% | -0.3% |
| 30D | -8.6% | -6.4% | -2.2% | -6.6% |
| 3M | -11.0% | +5.7% | -16.7% | -12.7% |
| 6M | -33.2% | -0.9% | -32.3% | -33.3% |
| YTD | -38.1% | +8.2% | -46.3% | -40.1% |
| 1Y | -47.4% | +13.4% | -60.8% | -49.9% |
| 3Y | -59.8% | +68.5% | -128.3% | -66.7% |
| 5Y | -74.2% | +97.2% | -171.4% | -79.8% |
| 10Y | -23.5% | +190.2% | -213.6% | -47.6% |
| All | +6,161.3% | +20,186.5% | -14,025.2% | +1,820.6% |
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