-61.3%
NKE vs GGLL
+194.0%
-255.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +0.5% | +5.1% | -4.6% | -0.2% |
| 30D | +11.4% | -35.5% | +46.9% | +17.6% |
| 3M | -7.2% | -39.2% | +32.0% | -1.4% |
| 6M | -10.7% | -54.4% | +43.7% | -1.8% |
| YTD | -37.7% | -29.8% | -7.9% | -36.6% |
| 1Y | -34.3% | -20.4% | -13.9% | -35.0% |
| 3Y | -60.9% | +149.7% | -210.7% | -71.2% |
| All | -61.3% | +194.0% | -255.3% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling