-30.4%
GIS vs TYL
-21.3%
-9.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.3% |
| 7D | +3.6% | +6.7% | -3.1% | +2.8% |
| 30D | +13.9% | +26.5% | -12.6% | +11.2% |
| 3M | +0.3% | +37.3% | -37.0% | -2.7% |
| 6M | +5.0% | +31.2% | -26.2% | +2.0% |
| YTD | -18.4% | -7.4% | -11.0% | -19.2% |
| 1Y | -17.4% | -9.6% | -7.9% | -18.1% |
| 3Y | -36.9% | +1.9% | -38.8% | -37.6% |
| All | -30.4% | -21.3% | -9.1% | -33.1% |
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