+85.2%
GD vs TPG
+85.9%
-0.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | -9.0% | +5.0% | -14.1% | -9.8% |
| 3M | +5.1% | +24.9% | -19.8% | +1.3% |
| 6M | -1.0% | +21.1% | -22.1% | -4.4% |
| YTD | +7.3% | -17.3% | +24.6% | +9.9% |
| 1Y | +12.4% | -9.8% | +22.3% | +13.4% |
| 3Y | +73.7% | +95.4% | -21.7% | +52.5% |
| All | +85.2% | +85.9% | -0.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling