+7.4%
GPN vs TYL
-34.2%
+41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +2.5% |
| 7D | +0.8% | -3.7% | +4.5% | +2.2% |
| 30D | +5.8% | +18.7% | -13.0% | -1.9% |
| 3M | +37.0% | +18.1% | +18.9% | +27.0% |
| 6M | +20.1% | -1.1% | +21.3% | +18.8% |
| YTD | +20.4% | -19.8% | +40.2% | +30.6% |
| 1Y | +7.4% | -34.3% | +41.7% | +24.4% |
| All | +7.4% | -34.2% | +41.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling