-59.2%
NKE vs GFI
+296.4%
-355.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -4.2% | -2.7% | -1.5% | -4.1% |
| 30D | -8.2% | +13.2% | -21.4% | -8.6% |
| 3M | -19.1% | +28.5% | -47.6% | -19.8% |
| 6M | -32.6% | -6.2% | -26.5% | -33.0% |
| YTD | -40.7% | +8.7% | -49.4% | -41.2% |
| 1Y | -48.9% | +24.8% | -73.7% | -49.5% |
| 3Y | -59.2% | +298.0% | -357.3% | -63.6% |
| All | -59.2% | +296.4% | -355.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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