+213.1%
GLD vs TKO
+985.8%
-772.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | +5.8% | -7.8% | +13.6% | +5.9% |
| 6M | -17.1% | -7.0% | -10.0% | -17.0% |
| YTD | 0.0% | -8.5% | +8.6% | 0.0% |
| 1Y | +18.2% | -1.3% | +19.5% | +18.2% |
| 3Y | +122.6% | +105.0% | +17.6% | +122.3% |
| 5Y | +137.1% | +292.9% | -155.8% | +138.0% |
| All | +213.1% | +985.8% | -772.7% | +225.3% |
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 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