-31.7%
NKE vs GGLL
-11.6%
-20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +5.0% |
| 7D | +9.0% | -23.1% | +32.1% | +9.6% |
| 30D | +19.2% | -32.9% | +52.1% | +20.9% |
| 3M | -1.5% | -44.9% | +43.4% | +0.8% |
| 6M | -4.2% | -49.5% | +45.3% | -2.4% |
| YTD | -34.8% | -28.9% | -5.9% | -32.4% |
| 1Y | -31.7% | -12.2% | -19.5% | -28.1% |
| All | -31.7% | -11.6% | -20.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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