-31.7%
NKE vs GEHC
+15.6%
-47.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +3.1% |
| 7D | +9.0% | +13.2% | -4.2% | +4.7% |
| 30D | +19.2% | +30.6% | -11.4% | +9.4% |
| 3M | -1.5% | +22.2% | -23.7% | -7.7% |
| 6M | -4.2% | +40.8% | -45.0% | -14.2% |
| YTD | -34.8% | +4.8% | -39.6% | -35.5% |
| 1Y | -31.7% | +15.7% | -47.4% | -33.5% |
| All | -31.7% | +15.6% | -47.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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