+478.1%
GLW vs NKE
-59.3%
+537.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +16.9% | -2.3% | +19.2% | +16.9% |
| 30D | +7.0% | -10.4% | +17.3% | +7.1% |
| 3M | -3.0% | -15.5% | +12.5% | -2.5% |
| 6M | +31.0% | -32.6% | +63.6% | +34.5% |
| YTD | +93.4% | -39.8% | +133.2% | +100.8% |
| 1Y | +134.7% | -47.6% | +182.3% | +148.4% |
| All | +478.1% | -59.3% | +537.3% | +490.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling