+22.1%
GFI vs TKO
-1.0%
+23.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -4.9% | +2.3% | -7.2% | -5.6% |
| 30D | +10.7% | -2.5% | +13.2% | +11.3% |
| 3M | +25.6% | -10.6% | +36.2% | +30.3% |
| 6M | -8.3% | -5.1% | -3.2% | -7.9% |
| YTD | +6.3% | -8.2% | +14.5% | +9.2% |
| 1Y | +22.1% | -4.4% | +26.5% | +23.6% |
| All | +22.1% | -1.0% | +23.0% | +23.6% |
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