+104.3%
GD vs TYL
-22.4%
+126.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.3% |
| 7D | +3.0% | +17.3% | -14.3% | +0.3% |
| 30D | +10.5% | +28.9% | -18.4% | +6.0% |
| 3M | -5.0% | +35.1% | -40.0% | -9.7% |
| 6M | +5.5% | +29.3% | -23.8% | +0.6% |
| YTD | +10.3% | -6.8% | +17.1% | +10.4% |
| 1Y | +8.2% | -9.9% | +18.1% | +8.8% |
| 3Y | +59.0% | +1.7% | +57.4% | +55.7% |
| 5Y | +104.3% | -21.6% | +125.8% | +101.0% |
| All | +104.3% | -22.4% | +126.7% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling