+204.3%
GLDM vs TKO
+221.9%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.8% |
| 7D | -5.5% | +2.6% | -8.1% | -5.5% |
| 30D | -7.0% | +11.6% | -18.6% | -7.1% |
| 3M | -12.3% | -0.1% | -12.2% | -12.3% |
| 6M | -17.9% | +6.7% | -24.6% | -18.0% |
| YTD | -10.3% | -6.0% | -4.3% | -10.3% |
| 1Y | -7.8% | +8.5% | -16.3% | -7.8% |
| 3Y | +99.5% | +150.9% | -51.5% | +98.9% |
| 5Y | +106.5% | +274.0% | -167.6% | +106.6% |
| All | +204.3% | +221.9% | -17.7% | +203.4% |
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