-8.3%
GFI vs TKO
-6.0%
-2.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +31.7% |
| 6M | -8.3% | -5.1% | -3.2% | -6.7% |
| All | -8.3% | -6.0% | -2.2% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling