-48.9%
NKE vs GPC
-0.9%
-48.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -4.2% | -3.2% | -1.0% | -3.2% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -19.1% | +31.7% | -50.8% | -26.5% |
| 6M | -32.6% | +24.7% | -57.3% | -37.9% |
| YTD | -40.7% | +11.8% | -52.5% | -49.5% |
| 1Y | -48.9% | -3.0% | -45.9% | -52.0% |
| All | -48.9% | -0.9% | -48.0% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling