-61.9%
NKE vs GGLL
+328.4%
-390.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +1.9% | -1.9% | -0.3% |
| 30D | -7.7% | -9.7% | +2.1% | -6.2% |
| 3M | -10.9% | -18.0% | +7.1% | -9.0% |
| 6M | -31.9% | +15.3% | -47.1% | -34.6% |
| YTD | -38.6% | +2.2% | -40.8% | -40.1% |
| 1Y | -46.9% | +73.1% | -120.0% | -53.6% |
| 3Y | -58.2% | +242.7% | -300.9% | -70.2% |
| All | -61.9% | +328.4% | -390.2% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling