-59.2%
NKE vs GPN
-27.4%
-31.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -4.3% | +0.2% | -2.8% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | -19.1% | +35.8% | -54.9% | -27.3% |
| 6M | -32.6% | +22.0% | -54.6% | -37.5% |
| YTD | -40.7% | +15.2% | -55.9% | -44.3% |
| 1Y | -48.9% | +3.5% | -52.3% | -50.3% |
| 3Y | -59.2% | -26.9% | -32.3% | -57.3% |
| All | -59.2% | -27.4% | -31.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling