+2,262.1%
GD vs TKO
+1,411.9%
+850.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.0% | +5.7% | -10.7% | -5.7% |
| 30D | +8.9% | +6.9% | +2.0% | +7.9% |
| 3M | -8.0% | +2.4% | -10.4% | -8.5% |
| 6M | +2.9% | +1.1% | +1.8% | +2.4% |
| YTD | +7.1% | -7.5% | +14.6% | +7.6% |
| 1Y | +5.9% | +7.2% | -1.3% | +4.3% |
| 3Y | +53.9% | +131.3% | -77.5% | +35.5% |
| 5Y | +95.4% | +250.8% | -155.4% | +60.4% |
| 10Y | +193.5% | +1,146.6% | -953.1% | +97.9% |
| All | +2,262.1% | +1,411.9% | +850.3% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling