+222.0%
GLDM vs TYL
+90.8%
+131.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | +1.9% | +15.1% | -13.2% | +1.5% |
| 30D | -1.7% | +30.1% | -31.7% | -2.4% |
| 3M | -3.5% | +40.4% | -43.9% | -4.4% |
| 6M | -10.1% | +31.3% | -41.3% | -10.8% |
| YTD | -5.0% | -5.2% | +0.1% | -4.7% |
| 1Y | +2.8% | -6.6% | +9.4% | +3.2% |
| 3Y | +105.1% | +3.4% | +101.7% | +104.3% |
| 5Y | +124.3% | -19.3% | +143.6% | +124.2% |
| All | +222.0% | +90.8% | +131.2% | +219.0% |
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 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