+12,412.3%
TYL vs GFI
+688.7%
+11,723.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.0% |
| 7D | -3.7% | +3.1% | -6.8% | -3.8% |
| 30D | +18.7% | +27.1% | -8.4% | +17.8% |
| 3M | +18.1% | +21.2% | -3.0% | +17.3% |
| 6M | -1.1% | -4.5% | +3.4% | -1.3% |
| YTD | -19.8% | +11.7% | -31.5% | -20.4% |
| 1Y | -34.3% | +46.0% | -80.4% | -35.5% |
| 3Y | -8.2% | +309.6% | -317.8% | -13.6% |
| 5Y | -25.4% | +506.0% | -531.5% | -31.1% |
| 10Y | +115.6% | +1,009.2% | -893.6% | +92.2% |
| All | +12,412.3% | +688.7% | +11,723.6% | +11,123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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