-24.0%
NKE vs GE
+151.5%
-175.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -4.2% | -4.0% | -0.2% | -3.1% |
| 30D | -8.2% | -11.4% | +3.2% | -5.2% |
| 3M | -19.1% | -2.6% | -16.5% | -18.9% |
| 6M | -32.6% | -0.3% | -32.3% | -33.3% |
| YTD | -40.7% | +5.4% | -46.1% | -42.4% |
| 1Y | -48.9% | +15.5% | -64.4% | -51.8% |
| 3Y | -59.2% | +260.8% | -320.0% | -73.4% |
| 5Y | -75.3% | +421.6% | -497.0% | -85.9% |
| All | -24.0% | +151.5% | -175.5% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling