+174.0%
GD vs TKO
+1,165.6%
-991.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -1.9% | +6.4% | -8.3% | -2.7% |
| 30D | +10.9% | +11.9% | -1.0% | +9.2% |
| 3M | -6.8% | +5.6% | -12.4% | -7.6% |
| 6M | +7.0% | +7.5% | -0.5% | +5.5% |
| YTD | +11.1% | -3.5% | +14.6% | +11.0% |
| 1Y | +7.0% | +13.0% | -5.9% | +4.5% |
| 3Y | +59.9% | +157.6% | -97.7% | +36.6% |
| 5Y | +102.5% | +288.2% | -185.8% | +58.0% |
| 10Y | +174.0% | +1,196.6% | -1,022.5% | +105.5% |
| All | +174.0% | +1,165.6% | -991.6% | +105.5% |
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