+49.2%
GH vs TYL
-22.1%
+71.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.8% |
| 30D | -4.5% | +22.1% | -26.6% | -16.1% |
| 3M | -6.2% | +33.4% | -39.6% | -23.0% |
| 6M | +55.0% | +36.8% | +18.2% | +20.9% |
| YTD | +51.6% | -6.7% | +58.3% | +52.6% |
| 1Y | +58.3% | -9.2% | +67.5% | +61.9% |
| 3Y | +617.6% | +1.2% | +616.4% | +503.9% |
| 5Y | +49.2% | -23.0% | +72.2% | +63.1% |
| All | +49.2% | -22.1% | +71.3% | +63.1% |
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