+12,412.3%
TYL vs GPC
+2,341.8%
+10,070.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.5% |
| 7D | -3.7% | +1.2% | -4.9% | -4.2% |
| 30D | +18.7% | +6.0% | +12.8% | +16.0% |
| 3M | +18.1% | +42.6% | -24.5% | +2.5% |
| 6M | -1.1% | +22.8% | -23.9% | -9.7% |
| YTD | -19.8% | +15.5% | -35.3% | -25.8% |
| 1Y | -34.3% | +2.0% | -36.4% | -36.2% |
| 3Y | -8.2% | -1.4% | -6.8% | -12.9% |
| 5Y | -25.4% | +30.6% | -56.0% | -37.4% |
| 10Y | +115.6% | +80.6% | +35.0% | +45.8% |
| All | +12,412.3% | +2,341.8% | +10,070.5% | +3,002.7% |
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