-24.0%
NKE vs GNRC
+448.8%
-472.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -8.2% | -15.7% | +7.5% | -4.5% |
| 3M | -19.1% | -27.3% | +8.3% | -13.8% |
| 6M | -32.6% | -12.1% | -20.6% | -32.6% |
| YTD | -40.7% | +37.1% | -77.8% | -47.9% |
| 1Y | -48.9% | -0.5% | -48.4% | -51.4% |
| 3Y | -59.2% | +61.5% | -120.8% | -67.2% |
| 5Y | -75.3% | -58.6% | -16.8% | -72.7% |
| All | -24.0% | +448.8% | -472.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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