+2,885.1%
GPN vs TYL
+21,663.1%
-18,778.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | +3.7% | +4.3% | -0.6% | +2.4% |
| 30D | +23.6% | +28.0% | -4.4% | +15.7% |
| 3M | +18.3% | +32.3% | -14.1% | +9.5% |
| 6M | +47.8% | +29.9% | +17.9% | +37.2% |
| YTD | +32.6% | -7.1% | +39.7% | +33.4% |
| 1Y | +36.0% | -9.2% | +45.2% | +37.6% |
| 3Y | -3.9% | +0.7% | -4.6% | -5.7% |
| 5Y | -19.4% | -21.1% | +1.7% | -17.2% |
| 10Y | +52.1% | +180.8% | -128.7% | +19.6% |
| All | +2,885.1% | +21,663.1% | -18,778.0% | +1,304.9% |
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