+190.4%
GD vs TYL
+174.9%
+15.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -3.9% | +15.1% | -19.0% | -6.8% |
| 30D | +8.1% | +30.1% | -22.0% | +2.1% |
| 3M | -6.8% | +40.4% | -47.1% | -13.5% |
| 6M | +3.0% | +31.3% | -28.3% | -3.6% |
| YTD | +7.8% | -5.2% | +13.0% | +7.5% |
| 1Y | +5.8% | -6.6% | +12.4% | +5.8% |
| 3Y | +55.3% | +3.4% | +51.9% | +49.7% |
| 5Y | +96.7% | -19.3% | +115.9% | +97.6% |
| All | +190.4% | +174.9% | +15.4% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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