-10.1%
GLDM vs TYL
+26.0%
-36.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +4.0% |
| 7D | -0.3% | +17.3% | -17.5% | +1.2% |
| 30D | -1.9% | +28.9% | -30.8% | +0.2% |
| 3M | -0.4% | +35.1% | -35.5% | +2.4% |
| 6M | -10.1% | +29.3% | -39.4% | -8.2% |
| All | -10.1% | +26.0% | -36.0% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling