-59.2%
NKE vs GNRC
+61.6%
-120.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -8.2% | -15.7% | +7.5% | -5.6% |
| 3M | -19.1% | -27.3% | +8.3% | -15.3% |
| 6M | -32.6% | -12.1% | -20.6% | -33.3% |
| YTD | -40.7% | +37.1% | -77.8% | -48.1% |
| 1Y | -48.9% | -0.5% | -48.4% | -51.6% |
| 3Y | -59.2% | +61.5% | -120.8% | -67.0% |
| All | -59.2% | +61.6% | -120.8% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling