+12.4%
GD vs TKO
+1.9%
+10.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.2% |
| 7D | -3.5% | +7.2% | -10.6% | -4.1% |
| 30D | -9.0% | +4.7% | -13.7% | -9.4% |
| 3M | +5.1% | -3.2% | +8.3% | +5.3% |
| 6M | -1.0% | -2.9% | +1.9% | -0.9% |
| YTD | +7.3% | -5.8% | +13.1% | +7.8% |
| 1Y | +12.4% | -1.1% | +13.5% | +12.9% |
| All | +12.4% | +1.9% | +10.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling