+219.3%
GLDM vs TYL
+87.6%
+131.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.6% |
| 7D | -0.3% | +17.3% | -17.5% | -0.7% |
| 30D | -1.9% | +28.9% | -30.8% | -2.5% |
| 3M | -0.4% | +35.1% | -35.5% | -1.2% |
| 6M | -10.1% | +29.3% | -39.4% | -10.8% |
| YTD | -5.8% | -6.8% | +0.9% | -5.5% |
| 1Y | +3.1% | -9.9% | +13.0% | +3.6% |
| 3Y | +103.4% | +1.7% | +101.7% | +102.7% |
| 5Y | +125.5% | -21.6% | +147.1% | +125.7% |
| All | +219.3% | +87.6% | +131.7% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling