+5.8%
GD vs TYL
-8.4%
+14.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -3.9% | +15.1% | -19.0% | -5.8% |
| 30D | +8.1% | +30.1% | -22.0% | +4.1% |
| 3M | -6.8% | +40.4% | -47.1% | -11.2% |
| 6M | +3.0% | +31.3% | -28.3% | -1.4% |
| YTD | +7.8% | -5.2% | +13.0% | +7.6% |
| 1Y | +5.8% | -6.6% | +12.4% | +6.0% |
| All | +5.8% | -8.4% | +14.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling