-74.9%
NKE vs GPC
+30.9%
-105.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.3% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -10.4% | +1.3% | -11.7% | -10.9% |
| 3M | -15.5% | +37.1% | -52.6% | -26.8% |
| 6M | -32.6% | +23.2% | -55.8% | -39.0% |
| YTD | -39.8% | +13.1% | -52.9% | -44.4% |
| 1Y | -47.6% | +0.9% | -48.4% | -48.9% |
| 3Y | -59.0% | -0.8% | -58.2% | -61.4% |
| 5Y | -74.9% | +31.1% | -106.1% | -80.5% |
| All | -74.9% | +30.9% | -105.8% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling