-48.9%
NKE vs GSK
+21.8%
-70.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -3.5% | -0.6% | -3.1% |
| 30D | -8.2% | -3.4% | -4.7% | -7.2% |
| 3M | -19.1% | -8.1% | -11.0% | -17.1% |
| 6M | -32.6% | -11.1% | -21.5% | -30.7% |
| YTD | -40.7% | +0.7% | -41.5% | -41.1% |
| 1Y | -48.9% | +20.1% | -69.0% | -52.5% |
| All | -48.9% | +21.8% | -70.7% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling