+4.3%
GFI vs TPG
-8.6%
+12.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.8% | +4.2% |
| 7D | +7.7% | -2.5% | +10.2% | +8.1% |
| 30D | +4.6% | +3.9% | +0.7% | +3.6% |
| 3M | +3.8% | -1.4% | +5.1% | +3.6% |
| 6M | -7.3% | +5.0% | -12.3% | -9.7% |
| YTD | -8.8% | -24.0% | +15.2% | -7.4% |
| 1Y | +4.3% | -8.3% | +12.6% | -0.3% |
| All | +4.3% | -8.6% | +12.9% | -0.3% |
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