+6,112.4%
NKE vs GSK
+1,657.0%
+4,455.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | -0.1% | -4.2% | +4.1% | +1.3% |
| 30D | -7.7% | -7.5% | -0.1% | -5.4% |
| 3M | -10.9% | -3.3% | -7.7% | -10.1% |
| 6M | -31.9% | -9.3% | -22.5% | -30.0% |
| YTD | -38.6% | +1.6% | -40.2% | -39.3% |
| 1Y | -46.9% | +25.5% | -72.4% | -51.1% |
| 3Y | -58.2% | +49.3% | -107.4% | -64.2% |
| 5Y | -74.0% | +46.7% | -120.7% | -77.9% |
| 10Y | -21.6% | +76.8% | -98.4% | -37.9% |
| All | +6,112.4% | +1,657.0% | +4,455.4% | +1,934.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling