+24.4%
GH vs TKO
+291.2%
-266.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.5% | +2.3% | -4.8% | -3.4% |
| 30D | -4.7% | -2.5% | -2.2% | -4.2% |
| 3M | +20.2% | -10.6% | +30.8% | +24.4% |
| 6M | +78.8% | -5.1% | +83.8% | +80.4% |
| YTD | +54.1% | -8.2% | +62.3% | +56.9% |
| 1Y | +177.1% | -4.4% | +181.5% | +176.6% |
| 3Y | +371.6% | +100.4% | +271.3% | +256.6% |
| All | +24.4% | +291.2% | -266.8% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling