+5,900.4%
NKE vs GIS
+1,405.4%
+4,495.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -6.4% | +2.2% | -1.9% |
| 30D | -8.2% | -6.1% | -2.1% | -6.1% |
| 3M | -19.1% | +7.8% | -26.9% | -21.4% |
| 6M | -32.6% | -8.8% | -23.8% | -30.6% |
| YTD | -40.7% | -19.1% | -21.6% | -36.6% |
| 1Y | -48.9% | -24.8% | -24.1% | -43.9% |
| 3Y | -59.2% | -37.6% | -21.7% | -52.9% |
| 5Y | -75.3% | -25.4% | -49.9% | -73.7% |
| 10Y | -23.1% | -19.6% | -3.5% | -23.4% |
| All | +5,900.4% | +1,405.4% | +4,495.1% | +1,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling