-18.0%
GIS vs TYL
+174.6%
-192.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.4% | +3.5% | -3.2% | -0.1% |
| 30D | +10.1% | +26.9% | -16.8% | +6.6% |
| 3M | -3.7% | +33.8% | -37.5% | -7.4% |
| 6M | +4.3% | +28.8% | -24.6% | +0.5% |
| YTD | -19.8% | -7.9% | -11.9% | -19.9% |
| 1Y | -20.5% | -9.8% | -10.7% | -20.4% |
| 3Y | -38.3% | +1.2% | -39.5% | -39.5% |
| 5Y | -32.2% | -22.8% | -9.4% | -31.5% |
| 10Y | -18.0% | +168.8% | -186.8% | -34.4% |
| All | -18.0% | +174.6% | -192.5% | -34.4% |
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