+309.0%
GGLL vs TKO
+202.8%
+106.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.0% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -15.4% | +0.9% | -16.2% | -15.6% |
| 3M | -21.9% | -6.2% | -15.7% | -21.1% |
| 6M | +4.5% | -5.6% | +10.1% | +5.3% |
| YTD | -2.4% | -7.8% | +5.4% | -1.5% |
| 1Y | +57.8% | -1.2% | +59.0% | +56.2% |
| 3Y | +227.2% | +106.5% | +120.7% | +174.8% |
| All | +309.0% | +202.8% | +106.2% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling