-59.4%
NKE vs GEHC
-1.1%
-58.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -5.5% | -7.9% | +2.3% | -2.9% |
| 30D | -10.4% | -11.7% | +1.3% | -6.6% |
| 3M | -15.8% | +0.8% | -16.6% | -16.3% |
| 6M | -33.4% | -11.6% | -21.8% | -31.2% |
| YTD | -41.0% | -21.6% | -19.4% | -36.4% |
| 1Y | -49.1% | -15.3% | -33.8% | -46.7% |
| All | -59.4% | -1.1% | -58.3% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling