-31.7%
NKE vs GE
+8.3%
-40.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.9% |
| 7D | +9.0% | +9.4% | -0.4% | +7.8% |
| 30D | +19.2% | +7.5% | +11.7% | +18.1% |
| 3M | -1.5% | -12.5% | +11.1% | -0.5% |
| 6M | -4.2% | +17.8% | -22.0% | -6.7% |
| YTD | -34.8% | +7.4% | -42.2% | -34.6% |
| 1Y | -31.7% | +8.9% | -40.6% | -31.1% |
| All | -31.7% | +8.3% | -40.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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