+242.5%
GLDM vs TKO
+222.6%
+19.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -1.8% |
| 7D | +0.7% | +7.2% | -6.4% | +0.7% |
| 30D | +0.3% | +4.7% | -4.4% | +0.3% |
| 3M | +0.7% | -3.2% | +3.9% | +0.7% |
| 6M | -15.4% | -2.9% | -12.6% | -15.4% |
| YTD | +1.0% | -5.8% | +6.8% | +1.0% |
| 1Y | +19.7% | -1.1% | +20.8% | +19.7% |
| 3Y | +126.5% | +111.1% | +15.4% | +125.8% |
| 5Y | +142.5% | +315.6% | -173.1% | +142.9% |
| All | +242.5% | +222.6% | +19.9% | +241.6% |
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