-59.4%
NKE vs GSK
+47.2%
-106.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -5.5% | -5.4% | -0.1% | -4.3% |
| 30D | -10.4% | -4.6% | -5.8% | -9.4% |
| 3M | -15.8% | -5.1% | -10.7% | -14.8% |
| 6M | -33.4% | -11.4% | -22.0% | -31.8% |
| YTD | -41.0% | +0.7% | -41.7% | -41.2% |
| 1Y | -49.1% | +23.0% | -72.1% | -51.2% |
| All | -59.4% | +47.2% | -106.6% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling