+6,094.5%
NKE vs GPC
+2,081.1%
+4,013.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +7.6% | -6.3% | +13.9% | +11.1% |
| 3M | -6.9% | -8.2% | +1.3% | -3.1% |
| 6M | -8.5% | +27.1% | -35.6% | -19.8% |
| YTD | -38.8% | +3.1% | -41.9% | -41.3% |
| 1Y | -40.6% | +0.1% | -40.6% | -42.1% |
| 3Y | -60.9% | +0.2% | -61.1% | -63.3% |
| 5Y | -75.4% | +4.9% | -80.2% | -77.6% |
| 10Y | -13.5% | +75.2% | -88.6% | -43.2% |
| All | +6,094.5% | +2,081.1% | +4,013.3% | +982.9% |
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