+833.1%
GLW vs NKE
-23.0%
+856.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | +11.7% | -5.5% | +17.3% | +13.7% |
| 30D | +2.7% | -10.4% | +13.1% | +5.9% |
| 3M | -2.8% | -15.8% | +13.0% | +1.2% |
| 6M | +20.2% | -33.4% | +53.6% | +34.6% |
| YTD | +87.3% | -41.0% | +128.3% | +118.2% |
| 1Y | +119.6% | -49.1% | +168.6% | +168.7% |
| 3Y | +453.7% | -59.8% | +513.5% | +603.5% |
| 5Y | +376.1% | -75.5% | +451.5% | +657.2% |
| All | +833.1% | -23.0% | +856.1% | +778.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling