+119.6%
GLW vs NKE
-49.7%
+169.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.8% |
| 7D | +11.7% | -5.5% | +17.3% | +9.7% |
| 30D | +2.7% | -10.4% | +13.1% | -0.4% |
| 3M | -2.8% | -15.8% | +13.0% | -6.2% |
| 6M | +20.2% | -33.4% | +53.6% | +14.7% |
| YTD | +87.3% | -41.0% | +128.3% | +76.6% |
| 1Y | +119.6% | -49.1% | +168.6% | +110.6% |
| All | +119.6% | -49.7% | +169.3% | +110.6% |
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