+816.6%
GLD vs TKO
+3,196.9%
-2,380.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -0.5% | +0.7% | -1.3% | -0.5% |
| 30D | +4.4% | +1.6% | +2.8% | +4.4% |
| 3M | -1.1% | -7.8% | +6.7% | -1.1% |
| 6M | -13.8% | -13.3% | -0.5% | -13.8% |
| YTD | +2.6% | -10.3% | +12.9% | +2.7% |
| 1Y | +24.5% | -0.6% | +25.1% | +24.5% |
| 3Y | +125.8% | +88.5% | +37.4% | +125.8% |
| 5Y | +137.8% | +284.7% | -146.9% | +138.3% |
| 10Y | +221.4% | +905.7% | -684.3% | +222.4% |
| All | +816.6% | +3,196.9% | -2,380.3% | +803.2% |
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