-31.7%
NKE vs GM
+37.1%
-68.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +3.8% |
| 7D | +9.0% | +12.1% | -3.1% | +5.5% |
| 30D | +19.2% | +15.2% | +4.0% | +14.2% |
| 3M | -1.5% | +4.9% | -6.4% | -2.9% |
| 6M | -4.2% | +22.6% | -26.8% | -10.3% |
| YTD | -34.8% | +14.4% | -49.2% | -37.8% |
| 1Y | -31.7% | +39.4% | -71.1% | -41.5% |
| All | -31.7% | +37.1% | -68.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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