-19.2%
GIS vs TYL
+183.3%
-202.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -8.1% | -1.6% | -6.5% | -7.8% |
| 30D | +5.3% | +22.1% | -16.8% | +2.5% |
| 3M | -10.5% | +33.4% | -43.9% | -14.0% |
| 6M | +1.8% | +36.8% | -35.0% | -2.5% |
| YTD | -22.9% | -6.7% | -16.3% | -23.2% |
| 1Y | -22.9% | -9.2% | -13.7% | -22.9% |
| 3Y | -40.5% | +1.2% | -41.7% | -41.7% |
| 5Y | -34.9% | -23.0% | -11.9% | -34.1% |
| All | -19.2% | +183.3% | -202.5% | -36.1% |
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 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