+864.7%
NKE vs GRMN
+6,536.9%
-5,672.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -10.4% | -13.1% | +2.7% | -7.2% |
| 3M | -15.5% | +14.9% | -30.4% | -18.7% |
| 6M | -32.6% | +13.1% | -45.7% | -35.1% |
| YTD | -39.8% | +35.3% | -75.1% | -44.7% |
| 1Y | -47.6% | +16.0% | -63.6% | -50.0% |
| 3Y | -59.0% | +179.6% | -238.6% | -69.0% |
| 5Y | -74.9% | +75.0% | -150.0% | -78.9% |
| 10Y | -21.9% | +644.1% | -666.1% | -51.3% |
| All | +864.7% | +6,536.9% | -5,672.3% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling