+242.7%
GGLL vs TKO
+104.9%
+137.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.5% |
| 7D | +1.9% | +7.2% | -5.3% | -0.2% |
| 30D | -9.7% | +4.7% | -14.4% | -11.1% |
| 3M | -18.0% | -3.2% | -14.8% | -17.8% |
| 6M | +15.3% | -2.9% | +18.1% | +15.2% |
| YTD | +2.2% | -5.8% | +8.0% | +2.6% |
| 1Y | +73.1% | -1.1% | +74.1% | +70.5% |
| 3Y | +242.7% | +111.1% | +131.6% | +169.4% |
| All | +242.7% | +104.9% | +137.8% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling