+14,692.5%
TYL vs GPC
+2,100.6%
+12,591.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.3% |
| 7D | +15.1% | +1.7% | +13.4% | +14.3% |
| 30D | +30.1% | -2.3% | +32.4% | +31.0% |
| 3M | +40.4% | -4.5% | +44.9% | +42.5% |
| 6M | +31.3% | +21.6% | +9.7% | +20.7% |
| YTD | -5.2% | +4.0% | -9.2% | -8.8% |
| 1Y | -6.6% | +3.5% | -10.1% | -10.1% |
| 3Y | +3.4% | +2.1% | +1.2% | -3.5% |
| 5Y | -19.3% | +5.5% | -24.7% | -26.1% |
| 10Y | +178.1% | +90.7% | +87.4% | +81.6% |
| All | +14,692.5% | +2,100.6% | +12,591.9% | +3,712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling