-48.2%
NKE vs GH
+467.1%
-515.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.2% | -2.5% | -1.7% | -3.9% |
| 30D | -8.2% | -4.7% | -3.5% | -7.7% |
| 3M | -19.1% | +20.2% | -39.3% | -21.5% |
| 6M | -32.6% | +78.8% | -111.4% | -38.3% |
| YTD | -40.7% | +54.1% | -94.8% | -44.7% |
| 1Y | -48.9% | +177.1% | -225.9% | -56.5% |
| 3Y | -59.2% | +371.6% | -430.9% | -69.5% |
| 5Y | -75.3% | +21.9% | -97.3% | -78.9% |
| All | -48.2% | +467.1% | -515.4% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling