-38.7%
GPN vs TYL
-25.2%
-13.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +2.7% |
| 7D | +0.8% | -3.7% | +4.5% | +2.4% |
| 30D | +5.8% | +18.7% | -13.0% | -2.5% |
| 3M | +37.0% | +18.1% | +18.9% | +26.1% |
| 6M | +20.1% | -1.1% | +21.3% | +19.3% |
| YTD | +20.4% | -19.8% | +40.2% | +30.8% |
| 1Y | +7.4% | -34.3% | +41.7% | +28.0% |
| 3Y | -26.1% | -8.2% | -17.9% | -26.8% |
| All | -38.7% | -25.2% | -13.6% | -39.5% |
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 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