-24.0%
NKE vs GPC
+86.4%
-110.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -4.2% | -3.2% | -1.0% | -2.7% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -19.1% | +31.7% | -50.8% | -29.4% |
| 6M | -32.6% | +24.7% | -57.3% | -39.8% |
| YTD | -40.7% | +11.8% | -52.5% | -45.1% |
| 1Y | -48.9% | -3.0% | -45.9% | -49.2% |
| 3Y | -59.2% | -1.1% | -58.1% | -61.4% |
| 5Y | -75.3% | +30.5% | -105.8% | -79.8% |
| All | -24.0% | +86.4% | -110.4% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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