+516.1%
GFI vs TKO
+291.2%
+224.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.7% | +2.3% | -5.0% | -3.1% |
| 30D | +13.2% | -2.5% | +15.7% | +13.6% |
| 3M | +28.5% | -10.6% | +39.1% | +30.8% |
| 6M | -6.2% | -5.1% | -1.1% | -5.7% |
| YTD | +8.7% | -8.2% | +16.9% | +9.9% |
| 1Y | +24.8% | -4.4% | +29.3% | +25.2% |
| 3Y | +298.0% | +100.4% | +197.7% | +246.7% |
| All | +516.1% | +291.2% | +224.9% | +407.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling