-58.6%
NKE vs GGLL
+226.0%
-284.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.4% |
| 7D | -2.3% | -3.9% | +1.6% | -1.8% |
| 30D | -10.4% | -15.4% | +5.0% | -8.5% |
| 3M | -15.5% | -21.9% | +6.4% | -13.5% |
| 6M | -32.6% | +4.5% | -37.1% | -33.8% |
| YTD | -39.8% | -2.4% | -37.4% | -40.5% |
| 1Y | -47.6% | +57.8% | -105.4% | -52.4% |
| All | -58.6% | +226.0% | -284.6% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling