+19,851.2%
GD vs TYL
+12,593.6%
+7,257.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | -5.3% | -3.7% | -1.6% | -5.0% |
| 30D | -6.4% | +18.7% | -25.2% | -7.7% |
| 3M | +5.7% | +18.1% | -12.4% | +4.2% |
| 6M | -0.9% | -1.1% | +0.2% | -1.1% |
| YTD | +8.2% | -19.8% | +28.0% | +9.5% |
| 1Y | +13.4% | -34.3% | +47.7% | +16.4% |
| 3Y | +68.5% | -8.2% | +76.7% | +68.2% |
| 5Y | +97.2% | -25.4% | +122.6% | +98.4% |
| 10Y | +190.2% | +115.6% | +74.6% | +170.1% |
| All | +19,851.2% | +12,593.6% | +7,257.6% | +14,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling