+625.5%
NKE vs GPN
+2,487.0%
-1,861.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -4.6% | +0.4% | -2.6% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -19.1% | +35.4% | -54.5% | -27.6% |
| 6M | -32.6% | +21.7% | -54.3% | -37.6% |
| YTD | -40.7% | +14.9% | -55.6% | -44.4% |
| 1Y | -48.9% | +3.2% | -52.1% | -50.3% |
| 3Y | -59.2% | -27.1% | -32.1% | -56.6% |
| 5Y | -75.3% | -44.4% | -31.0% | -71.9% |
| 10Y | -23.1% | +27.0% | -50.1% | -34.4% |
| All | +625.5% | +2,487.0% | -1,861.5% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling