-24.0%
NKE vs GSK
+80.1%
-104.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -3.5% | -0.6% | -2.9% |
| 30D | -8.2% | -3.4% | -4.7% | -7.0% |
| 3M | -19.1% | -8.1% | -11.0% | -16.7% |
| 6M | -32.6% | -11.1% | -21.5% | -30.1% |
| YTD | -40.7% | +0.7% | -41.5% | -41.3% |
| 1Y | -48.9% | +20.1% | -69.0% | -52.7% |
| 3Y | -59.2% | +46.1% | -105.4% | -66.0% |
| 5Y | -75.3% | +48.2% | -123.6% | -80.0% |
| All | -24.0% | +80.1% | -104.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling