+124.3%
GLDM vs TYL
-20.5%
+144.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | +1.9% | +15.1% | -13.2% | +1.7% |
| 30D | -1.7% | +30.1% | -31.7% | -2.0% |
| 3M | -3.5% | +40.4% | -43.9% | -4.0% |
| 6M | -10.1% | +31.3% | -41.3% | -10.4% |
| YTD | -5.0% | -5.2% | +0.1% | -4.5% |
| 1Y | +2.8% | -6.6% | +9.4% | +3.4% |
| 3Y | +105.1% | +3.4% | +101.7% | +105.0% |
| 5Y | +124.3% | -19.3% | +143.6% | +121.2% |
| All | +124.3% | -20.5% | +144.8% | +121.2% |
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