+5,900.4%
NKE vs GFI
+650.5%
+5,250.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -4.2% | -4.9% | +0.7% | -4.0% |
| 30D | -8.2% | +10.7% | -18.9% | -8.5% |
| 3M | -19.1% | +25.6% | -44.7% | -19.6% |
| 6M | -32.6% | -8.3% | -24.4% | -32.6% |
| YTD | -40.7% | +6.3% | -47.0% | -41.0% |
| 1Y | -48.9% | +22.1% | -70.9% | -49.4% |
| 3Y | -59.2% | +289.2% | -348.4% | -61.1% |
| 5Y | -75.3% | +531.7% | -607.0% | -76.9% |
| 10Y | -23.1% | +1,043.8% | -1,066.9% | -29.6% |
| All | +5,900.4% | +650.5% | +5,250.0% | +5,567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling