-31.7%
NKE vs GIS
-17.8%
-13.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +3.3% |
| 7D | +9.0% | +8.5% | +0.5% | +5.9% |
| 30D | +19.2% | +15.3% | +3.9% | +13.3% |
| 3M | -1.5% | +0.9% | -2.4% | -2.1% |
| 6M | -4.2% | +7.9% | -12.1% | -6.3% |
| YTD | -34.8% | -17.6% | -17.2% | -33.4% |
| 1Y | -31.7% | -17.4% | -14.3% | -29.3% |
| All | -31.7% | -17.8% | -13.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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