-74.3%
NKE vs GTLB
-50.1%
-24.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -4.2% | -5.7% | +1.5% | -3.4% |
| 30D | -8.2% | +15.1% | -23.3% | -10.1% |
| 3M | -19.1% | +65.5% | -84.5% | -25.0% |
| 6M | -32.6% | +102.9% | -135.5% | -39.8% |
| YTD | -40.7% | +25.2% | -65.9% | -43.5% |
| 1Y | -48.9% | -5.5% | -43.3% | -49.6% |
| 3Y | -59.2% | -10.9% | -48.4% | -61.2% |
| All | -74.3% | -50.1% | -24.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling