+1,488.6%
GIS vs TYL
+12,593.6%
-11,105.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.3% |
| 7D | -7.8% | -3.7% | -4.2% | -7.7% |
| 30D | +6.6% | +18.7% | -12.2% | +5.8% |
| 3M | +21.0% | +18.1% | +2.8% | +20.2% |
| 6M | -9.1% | -1.1% | -7.9% | -9.1% |
| YTD | -13.6% | -19.8% | +6.2% | -13.1% |
| 1Y | -18.0% | -34.3% | +16.3% | -16.9% |
| 3Y | -33.7% | -8.2% | -25.4% | -33.7% |
| 5Y | -19.4% | -25.4% | +6.0% | -19.3% |
| 10Y | -21.3% | +115.6% | -136.8% | -24.2% |
| All | +1,488.6% | +12,593.6% | -11,105.1% | +1,227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling