+164.9%
GD vs TKO
+1,112.7%
-947.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | +1.9% | +2.6% | -0.7% | +1.5% |
| 30D | +9.2% | +11.6% | -2.4% | +7.5% |
| 3M | -7.5% | -0.1% | -7.3% | -7.6% |
| 6M | +5.8% | +6.7% | -0.9% | +4.4% |
| YTD | +9.8% | -6.0% | +15.8% | +10.1% |
| 1Y | +5.8% | +8.5% | -2.7% | +3.9% |
| 3Y | +58.0% | +150.9% | -92.9% | +35.4% |
| 5Y | +100.4% | +274.0% | -173.6% | +57.3% |
| All | +164.9% | +1,112.7% | -947.8% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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