-59.2%
NKE vs GM
+166.7%
-226.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -4.2% | -2.4% | -1.7% | -3.5% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -19.1% | +6.1% | -25.2% | -20.6% |
| 6M | -32.6% | +15.0% | -47.6% | -35.5% |
| YTD | -40.7% | +6.0% | -46.7% | -42.1% |
| 1Y | -48.9% | +47.1% | -96.0% | -54.6% |
| 3Y | -59.2% | +170.5% | -229.7% | -69.8% |
| All | -59.2% | +166.7% | -226.0% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling