-47.4%
NKE vs GH
+169.0%
-216.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -11.0% | +21.3% | -32.3% | -12.3% |
| 6M | -33.2% | +73.5% | -106.8% | -35.4% |
| YTD | -38.1% | +58.0% | -96.2% | -40.3% |
| 1Y | -47.4% | +163.1% | -210.4% | -47.0% |
| All | -47.4% | +169.0% | -216.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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