-18.0%
GIS vs TYL
-25.2%
+7.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.1% |
| 7D | -7.8% | -3.7% | -4.2% | -7.5% |
| 30D | +6.6% | +18.7% | -12.2% | +5.0% |
| 3M | +21.0% | +18.1% | +2.8% | +19.1% |
| 6M | -9.1% | -1.1% | -7.9% | -9.6% |
| YTD | -13.6% | -19.8% | +6.2% | -13.1% |
| 1Y | -18.0% | -34.3% | +16.3% | -16.5% |
| 3Y | -33.7% | -8.2% | -25.4% | -33.5% |
| All | -18.0% | -25.2% | +7.1% | -20.7% |
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 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