+2,133.6%
NKE vs GILD
+38,746.6%
-36,613.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -4.2% | -4.8% | +0.7% | -3.6% |
| 30D | -8.2% | +5.8% | -14.0% | -8.8% |
| 3M | -19.1% | +14.9% | -34.0% | -20.4% |
| 6M | -32.6% | -0.4% | -32.3% | -32.7% |
| YTD | -40.7% | +18.5% | -59.2% | -42.0% |
| 1Y | -48.9% | +25.1% | -74.0% | -50.3% |
| 3Y | -59.2% | +105.9% | -165.1% | -62.6% |
| 5Y | -75.3% | +143.0% | -218.3% | -77.8% |
| 10Y | -23.1% | +162.4% | -185.5% | -31.9% |
| All | +2,133.6% | +38,746.6% | -36,613.0% | +1,190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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