+91.8%
GD vs TPG
+80.3%
+11.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -1.9% | +2.0% | -3.9% | -2.3% |
| 30D | +10.9% | +9.1% | +1.8% | +9.3% |
| 3M | -6.8% | +1.0% | -7.8% | -7.2% |
| 6M | +7.0% | +13.3% | -6.3% | +4.4% |
| YTD | +11.1% | -19.8% | +30.9% | +14.1% |
| 1Y | +7.0% | -6.2% | +13.3% | +7.2% |
| 3Y | +59.9% | +75.4% | -15.4% | +42.5% |
| All | +91.8% | +80.3% | +11.5% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling