-12.2%
GGLL vs TKO
+5.6%
-17.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +6.0% |
| 7D | -23.1% | +11.3% | -34.4% | -24.3% |
| 30D | -32.9% | +9.3% | -42.2% | -33.7% |
| 3M | -44.9% | +5.3% | -50.2% | -45.1% |
| 6M | -49.5% | +4.9% | -54.4% | -50.2% |
| YTD | -28.9% | -6.3% | -22.6% | -29.5% |
| 1Y | -12.2% | +4.9% | -17.1% | -13.6% |
| All | -12.2% | +5.6% | -17.8% | -13.6% |
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