-62.7%
NKE vs GEHC
+4.1%
-66.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -2.3% | -7.6% | +5.3% | +0.1% |
| 30D | -10.4% | -10.7% | +0.3% | -7.1% |
| 3M | -15.5% | -1.2% | -14.2% | -15.4% |
| 6M | -32.6% | -13.7% | -18.9% | -30.0% |
| YTD | -39.8% | -20.4% | -19.4% | -35.9% |
| 1Y | -47.6% | -17.0% | -30.5% | -45.0% |
| 3Y | -59.0% | +0.9% | -59.9% | -59.7% |
| All | -62.7% | +4.1% | -66.8% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling