-24.0%
NKE vs GM
+240.0%
-264.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -4.2% | -2.4% | -1.7% | -3.4% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -19.1% | +6.1% | -25.2% | -21.0% |
| 6M | -32.6% | +15.0% | -47.6% | -36.2% |
| YTD | -40.7% | +6.0% | -46.7% | -42.5% |
| 1Y | -48.9% | +47.1% | -96.0% | -56.0% |
| 3Y | -59.2% | +170.5% | -229.7% | -72.8% |
| 5Y | -75.3% | +80.5% | -155.8% | -81.6% |
| All | -24.0% | +240.0% | -264.0% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling