-48.5%
NKE vs GH
+473.1%
-521.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -10.4% | -3.7% | -6.8% | -10.1% |
| 3M | -15.8% | +21.7% | -37.5% | -18.4% |
| 6M | -33.4% | +75.7% | -109.2% | -38.8% |
| YTD | -41.0% | +55.7% | -96.7% | -45.1% |
| 1Y | -49.1% | +181.1% | -230.2% | -56.7% |
| 3Y | -59.8% | +371.6% | -431.4% | -69.9% |
| 5Y | -75.5% | +23.2% | -98.7% | -79.1% |
| All | -48.5% | +473.1% | -521.6% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling