-74.0%
NKE vs GTLB
-50.8%
-23.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.7% |
| 7D | -2.3% | -6.6% | +4.2% | -1.4% |
| 30D | -10.4% | +13.7% | -24.1% | -12.1% |
| 3M | -15.5% | +52.9% | -68.4% | -20.8% |
| 6M | -32.6% | +88.5% | -121.1% | -39.2% |
| YTD | -39.8% | +23.4% | -63.3% | -42.5% |
| 1Y | -47.6% | -3.8% | -43.8% | -48.4% |
| 3Y | -59.0% | -11.5% | -47.5% | -60.9% |
| All | -74.0% | -50.8% | -23.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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