+222.5%
GWW vs TYL
-23.0%
+245.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.6% | +0.8% | +2.7% | +3.4% |
| 30D | +12.1% | +21.1% | -9.0% | +7.5% |
| 3M | +12.9% | +28.9% | -16.0% | +6.5% |
| 6M | +19.3% | +42.0% | -22.7% | +9.4% |
| YTD | +48.7% | -6.6% | +55.3% | +50.3% |
| 1Y | +60.5% | -9.1% | +69.6% | +63.4% |
| 3Y | +93.3% | +1.8% | +91.4% | +86.8% |
| All | +222.5% | -23.0% | +245.5% | +224.0% |
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