-9.6%
TYL vs GGLL
-19.4%
+9.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.2% |
| 7D | +6.7% | +3.1% | +3.6% | +6.8% |
| 30D | +26.5% | -36.3% | +62.9% | +24.6% |
| 3M | +37.3% | -40.4% | +77.6% | +34.8% |
| 6M | +31.2% | -54.6% | +85.8% | +27.5% |
| YTD | -7.4% | -31.1% | +23.8% | -7.9% |
| 1Y | -9.6% | -19.2% | +9.6% | -8.9% |
| All | -9.6% | -19.4% | +9.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling