-24.0%
NKE vs GDDY
+207.2%
-231.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -4.2% | -3.2% | -1.0% | -3.3% |
| 30D | -8.2% | +6.8% | -15.0% | -10.5% |
| 3M | -19.1% | +30.5% | -49.5% | -27.1% |
| 6M | -32.6% | +13.3% | -46.0% | -36.8% |
| YTD | -40.7% | -21.0% | -19.7% | -37.6% |
| 1Y | -48.9% | -34.0% | -14.9% | -42.7% |
| 3Y | -59.2% | +33.1% | -92.3% | -66.1% |
| 5Y | -75.3% | +30.3% | -105.7% | -79.7% |
| All | -24.0% | +207.2% | -231.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling