+1,632.7%
GFI vs TKO
+1,400.2%
+232.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -4.9% | +2.3% | -7.2% | -5.0% |
| 30D | +10.7% | -2.5% | +13.2% | +10.8% |
| 3M | +25.6% | -10.6% | +36.2% | +26.2% |
| 6M | -8.3% | -5.1% | -3.2% | -8.1% |
| YTD | +6.3% | -8.2% | +14.5% | +6.6% |
| 1Y | +22.1% | -4.4% | +26.5% | +22.2% |
| 3Y | +289.2% | +100.4% | +188.8% | +276.1% |
| 5Y | +531.7% | +294.3% | +237.4% | +495.5% |
| 10Y | +1,043.8% | +983.2% | +60.6% | +904.7% |
| All | +1,632.7% | +1,400.2% | +232.4% | +1,251.7% |
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 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