+28.6%
GPN vs TYL
+105.8%
-77.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.1% |
| 7D | -0.7% | -7.6% | +6.9% | +3.3% |
| 30D | +3.8% | +11.3% | -7.5% | -2.1% |
| 3M | +39.2% | +14.5% | +24.7% | +28.8% |
| 6M | +17.9% | -7.1% | +25.0% | +20.8% |
| YTD | +16.4% | -23.4% | +39.7% | +30.4% |
| 1Y | +3.6% | -38.6% | +42.2% | +30.4% |
| 3Y | -26.7% | -11.3% | -15.4% | -26.6% |
| 5Y | -44.8% | -28.0% | -16.8% | -40.4% |
| All | +28.6% | +105.8% | -77.2% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling