-47.4%
NKE vs GEHC
-4.8%
-42.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | -2.0% | -4.0% | +2.0% | -0.7% |
| 30D | -8.6% | -2.0% | -6.6% | -7.9% |
| 3M | -11.0% | +8.0% | -19.0% | -13.3% |
| 6M | -33.2% | -12.8% | -20.5% | -29.9% |
| YTD | -38.1% | -15.9% | -22.2% | -34.3% |
| 1Y | -47.4% | -6.9% | -40.4% | -46.1% |
| All | -47.4% | -4.8% | -42.5% | -46.1% |
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