+6,161.3%
NKE vs GPC
+2,341.8%
+3,819.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -8.6% | +6.0% | -14.5% | -11.2% |
| 3M | -11.0% | +42.6% | -53.7% | -26.1% |
| 6M | -33.2% | +22.8% | -56.0% | -40.4% |
| YTD | -38.1% | +15.5% | -53.6% | -43.8% |
| 1Y | -47.4% | +2.0% | -49.4% | -49.0% |
| 3Y | -59.8% | -1.4% | -58.3% | -61.9% |
| 5Y | -74.2% | +30.6% | -104.8% | -79.0% |
| 10Y | -23.5% | +80.6% | -104.1% | -50.5% |
| All | +6,161.3% | +2,341.8% | +3,819.5% | +936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling