+145.9%
GLDM vs TYL
-25.2%
+171.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | -0.5% | -3.7% | +3.1% | -0.5% |
| 30D | +4.4% | +18.7% | -14.3% | +4.1% |
| 3M | -1.1% | +18.1% | -19.2% | -1.4% |
| 6M | -13.7% | -1.1% | -12.5% | -13.5% |
| YTD | +2.8% | -19.8% | +22.6% | +3.5% |
| 1Y | +24.8% | -34.3% | +59.2% | +26.7% |
| 3Y | +127.8% | -8.2% | +136.0% | +127.6% |
| All | +145.9% | -25.2% | +171.1% | +142.2% |
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