-22.4%
TYL vs GPC
+3.6%
-25.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +6.7% | +1.6% | +5.1% | +6.2% |
| 30D | +26.5% | -2.1% | +28.6% | +27.2% |
| 3M | +37.3% | -6.8% | +44.1% | +40.0% |
| 6M | +31.2% | +18.6% | +12.6% | +24.3% |
| YTD | -7.4% | +2.7% | -10.0% | -9.6% |
| 1Y | -9.6% | +1.8% | -11.3% | -11.6% |
| 3Y | +1.9% | +1.1% | +0.8% | -5.7% |
| All | -22.4% | +3.6% | -25.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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