+248.5%
GLDM vs TYL
+61.4%
+187.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | -0.5% | -3.7% | +3.1% | -0.4% |
| 30D | +4.4% | +18.7% | -14.3% | +3.9% |
| 3M | -1.1% | +18.1% | -19.2% | -1.6% |
| 6M | -13.7% | -1.1% | -12.5% | -13.6% |
| YTD | +2.8% | -19.8% | +22.6% | +3.6% |
| 1Y | +24.8% | -34.3% | +59.2% | +26.9% |
| 3Y | +127.8% | -8.2% | +136.0% | +127.3% |
| 5Y | +141.1% | -25.4% | +166.6% | +140.9% |
| All | +248.5% | +61.4% | +187.1% | +246.7% |
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 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