+123.2%
GLW vs NKE
-46.9%
+170.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +5.4% |
| 7D | +3.8% | -2.0% | +5.8% | +3.1% |
| 30D | -1.3% | -8.6% | +7.2% | -3.5% |
| 3M | -21.8% | -11.0% | -10.8% | -23.2% |
| 6M | +6.9% | -33.2% | +40.1% | +3.4% |
| YTD | +77.2% | -38.1% | +115.3% | +69.8% |
| 1Y | +123.2% | -47.4% | +170.6% | +118.2% |
| All | +123.2% | -46.9% | +170.2% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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