+25.7%
GPN vs TKO
+989.7%
-964.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.3% | +2.3% | -6.6% | -4.9% |
| 30D | 0.0% | -2.5% | +2.5% | +0.5% |
| 3M | +35.8% | -10.6% | +46.4% | +39.1% |
| 6M | +22.0% | -5.1% | +27.1% | +22.9% |
| YTD | +15.2% | -8.2% | +23.4% | +16.8% |
| 1Y | +3.5% | -4.4% | +7.9% | +3.7% |
| 3Y | -26.9% | +100.4% | -127.3% | -40.5% |
| 5Y | -44.2% | +294.3% | -338.5% | -62.9% |
| All | +25.7% | +989.7% | -964.0% | -30.9% |
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