+328.7%
GGLL vs TKO
+194.8%
+133.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -13.7% | +1.6% | -15.3% | -14.1% |
| 3M | -21.9% | -7.8% | -14.1% | -20.7% |
| 6M | +11.7% | -13.3% | +25.0% | +14.7% |
| YTD | +2.3% | -10.3% | +12.6% | +3.9% |
| 1Y | +76.2% | -0.6% | +76.8% | +74.0% |
| 3Y | +245.0% | +88.5% | +156.5% | +193.7% |
| All | +328.7% | +194.8% | +133.9% | +168.8% |
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 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