+188.9%
GS vs TKO
+312.5%
-123.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.4% |
| 7D | +3.4% | +7.2% | -3.8% | +1.7% |
| 30D | +0.2% | +4.7% | -4.5% | -1.1% |
| 3M | -0.3% | -3.2% | +2.9% | -0.1% |
| 6M | +27.4% | -2.9% | +30.2% | +27.3% |
| YTD | +19.6% | -5.8% | +25.5% | +20.2% |
| 1Y | +42.5% | -1.1% | +43.5% | +41.1% |
| 3Y | +240.4% | +111.1% | +129.3% | +183.5% |
| 5Y | +188.9% | +315.6% | -126.7% | +82.8% |
| All | +188.9% | +312.5% | -123.6% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling