+6,112.4%
NKE vs GE
+2,961.4%
+3,150.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.1% | +1.2% | -1.2% | -0.5% |
| 30D | -7.7% | -9.5% | +1.8% | -4.5% |
| 3M | -10.9% | +4.1% | -15.1% | -12.7% |
| 6M | -31.9% | +3.9% | -35.8% | -33.7% |
| YTD | -38.6% | +9.0% | -47.6% | -41.6% |
| 1Y | -46.9% | +21.9% | -68.9% | -51.8% |
| 3Y | -58.2% | +281.8% | -340.0% | -76.0% |
| 5Y | -74.0% | +436.7% | -510.7% | -87.1% |
| 10Y | -21.6% | +151.5% | -173.1% | -53.5% |
| All | +6,112.4% | +2,961.4% | +3,150.9% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling