+15.2%
TYL vs GGLL
+184.7%
-169.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.0% |
| 7D | +15.1% | -1.3% | +16.4% | +15.2% |
| 30D | +30.1% | -36.3% | +66.3% | +34.3% |
| 3M | +40.4% | -42.7% | +83.1% | +46.1% |
| 6M | +31.3% | -53.1% | +84.4% | +38.4% |
| YTD | -5.2% | -32.1% | +26.9% | -4.8% |
| 1Y | -6.6% | -20.1% | +13.5% | -8.6% |
| 3Y | +3.4% | +151.7% | -148.3% | -25.3% |
| All | +15.2% | +184.7% | -169.5% | -24.2% |
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