-2.6%
TYL vs GGLL
+328.7%
-331.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | -3.7% | -4.8% | +1.1% | -3.2% |
| 30D | +18.7% | -13.7% | +32.4% | +20.3% |
| 3M | +18.1% | -21.9% | +40.0% | +20.2% |
| 6M | -1.1% | +11.7% | -12.8% | -4.3% |
| YTD | -19.8% | +2.3% | -22.1% | -21.7% |
| 1Y | -34.3% | +76.2% | -110.5% | -41.1% |
| 3Y | -8.2% | +245.0% | -253.2% | -33.8% |
| All | -2.6% | +328.7% | -331.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling