+2,611.5%
GPN vs TYL
+18,688.6%
-16,077.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.9% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | +5.8% | +18.7% | -13.0% | +0.9% |
| 3M | +37.0% | +18.1% | +18.9% | +30.8% |
| 6M | +20.1% | -1.1% | +21.3% | +19.9% |
| YTD | +20.4% | -19.8% | +40.2% | +26.2% |
| 1Y | +7.4% | -34.3% | +41.7% | +18.4% |
| 3Y | -26.1% | -8.2% | -17.9% | -25.6% |
| 5Y | -38.5% | -25.4% | -13.1% | -35.7% |
| 10Y | +28.4% | +115.6% | -87.2% | +7.4% |
| All | +2,611.5% | +18,688.6% | -16,077.1% | +1,228.8% |
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