+307.2%
GIS vs TKO
+1,395.0%
-1,087.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -5.2% | -2.6% | -2.6% | -5.0% |
| 3M | +8.2% | -7.8% | +15.9% | +8.7% |
| 6M | -12.0% | -7.0% | -5.0% | -11.7% |
| YTD | -18.9% | -8.5% | -10.3% | -18.5% |
| 1Y | -23.6% | -1.3% | -22.3% | -23.7% |
| 3Y | -37.6% | +105.0% | -142.6% | -40.9% |
| 5Y | -25.2% | +292.9% | -318.1% | -32.4% |
| 10Y | -19.3% | +979.3% | -998.7% | -33.3% |
| All | +307.2% | +1,395.0% | -1,087.7% | +193.5% |
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