-62.0%
NKE vs GGLL
+210.8%
-272.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.6% | +7.7% | -9.2% | -2.6% |
| 30D | +7.6% | -30.2% | +37.8% | +12.3% |
| 3M | -6.9% | -31.3% | +24.4% | -2.8% |
| 6M | -8.5% | -52.1% | +43.6% | -0.1% |
| YTD | -38.8% | -25.9% | -12.9% | -38.2% |
| 1Y | -40.6% | -8.5% | -32.1% | -42.5% |
| 3Y | -60.9% | +165.5% | -226.5% | -71.5% |
| All | -62.0% | +210.8% | -272.8% | -73.5% |
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