-24.0%
NKE vs GRMN
+677.8%
-701.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | -1.5% |
| 7D | -4.2% | +2.4% | -6.6% | -5.3% |
| 30D | -8.2% | -8.5% | +0.3% | -4.5% |
| 3M | -19.1% | +19.5% | -38.5% | -26.5% |
| 6M | -32.6% | +21.2% | -53.8% | -39.6% |
| YTD | -40.7% | +41.0% | -81.8% | -51.0% |
| 1Y | -48.9% | +19.6% | -68.4% | -54.2% |
| 3Y | -59.2% | +183.8% | -243.0% | -78.4% |
| 5Y | -75.3% | +83.0% | -158.4% | -83.8% |
| All | -24.0% | +677.8% | -701.8% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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