+217.7%
GWW vs TYL
-21.3%
+239.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.2% |
| 7D | +6.0% | +6.7% | -0.7% | +4.6% |
| 30D | +14.0% | +26.5% | -12.5% | +8.3% |
| 3M | +12.5% | +37.3% | -24.7% | +4.7% |
| 6M | +23.6% | +31.2% | -7.5% | +15.5% |
| YTD | +43.6% | -7.4% | +51.0% | +45.4% |
| 1Y | +52.5% | -9.6% | +62.0% | +55.4% |
| 3Y | +92.6% | +1.9% | +90.7% | +85.9% |
| All | +217.7% | -21.3% | +239.0% | +218.8% |
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 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