-24.0%
NKE vs GME
+285.6%
-309.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -4.2% | +10.4% | -14.6% | -4.4% |
| 30D | -8.2% | +14.1% | -22.3% | -8.6% |
| 3M | -19.1% | -4.6% | -14.4% | -19.0% |
| 6M | -32.6% | -13.5% | -19.1% | -32.4% |
| YTD | -40.7% | +5.3% | -46.0% | -40.9% |
| 1Y | -48.9% | -14.9% | -34.0% | -48.7% |
| 3Y | -59.2% | +24.3% | -83.5% | -60.7% |
| 5Y | -75.3% | -55.6% | -19.8% | -76.0% |
| All | -24.0% | +285.6% | -309.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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