+658.9%
GWW vs TYL
+174.6%
+484.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | +5.3% | +3.5% | +1.7% | +4.4% |
| 30D | +12.4% | +26.9% | -14.5% | +5.8% |
| 3M | +13.7% | +33.8% | -20.1% | +5.2% |
| 6M | +18.0% | +28.8% | -10.8% | +9.4% |
| YTD | +44.6% | -7.9% | +52.4% | +45.5% |
| 1Y | +53.1% | -9.8% | +62.9% | +55.0% |
| 3Y | +90.2% | +1.2% | +89.0% | +82.8% |
| 5Y | +215.0% | -22.8% | +237.8% | +219.6% |
| 10Y | +658.9% | +168.8% | +490.1% | +462.6% |
| All | +658.9% | +174.6% | +484.4% | +462.6% |
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