+650.5%
GS vs TKO
+958.6%
-308.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -0.1% | +0.9% | -0.9% | -0.5% |
| 3M | +0.2% | -6.2% | +6.3% | +1.2% |
| 6M | +24.8% | -5.6% | +30.4% | +25.7% |
| YTD | +18.8% | -7.8% | +26.6% | +20.0% |
| 1Y | +37.3% | -1.2% | +38.5% | +36.0% |
| 3Y | +237.9% | +106.5% | +131.4% | +173.8% |
| 5Y | +187.0% | +310.4% | -123.3% | +89.0% |
| 10Y | +650.5% | +987.5% | -337.0% | +283.4% |
| All | +650.5% | +958.6% | -308.1% | +283.4% |
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