-22.6%
GPN vs TYL
-22.8%
+0.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -1.9% | +3.5% | -5.4% | -3.6% |
| 30D | +18.9% | +26.9% | -8.0% | +6.4% |
| 3M | +13.8% | +33.8% | -20.0% | -1.1% |
| 6M | +42.3% | +28.8% | +13.4% | +25.0% |
| YTD | +27.6% | -7.9% | +35.5% | +29.6% |
| 1Y | +30.3% | -9.8% | +40.0% | +33.6% |
| 3Y | -5.8% | +1.2% | -7.0% | -10.8% |
| 5Y | -22.6% | -22.8% | +0.2% | -25.2% |
| All | -22.6% | -22.8% | +0.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling