+7.6%
GD vs TPG
-12.0%
+19.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.7% | +5.0% | -2.4% | +1.8% |
| 30D | +8.6% | +15.7% | -7.1% | +6.0% |
| 3M | -7.1% | -10.6% | +3.5% | -6.0% |
| 6M | +7.5% | +15.9% | -8.5% | +4.3% |
| YTD | +9.9% | -20.6% | +30.5% | +18.0% |
| 1Y | +7.6% | -11.8% | +19.3% | +12.6% |
| All | +7.6% | -12.0% | +19.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling