+129.7%
GLDM vs TYL
-8.1%
+137.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.9% |
| 7D | -0.5% | -3.7% | +3.1% | -0.6% |
| 30D | +4.4% | +18.7% | -14.3% | +4.7% |
| 3M | -1.1% | +18.1% | -19.2% | -0.8% |
| 6M | -13.7% | -1.1% | -12.5% | -13.2% |
| YTD | +2.8% | -19.8% | +22.6% | +3.3% |
| 1Y | +24.8% | -34.3% | +59.2% | +26.0% |
| All | +129.7% | -8.1% | +137.8% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling