+46.0%
GFI vs TPG
-6.0%
+52.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +3.1% | -2.4% | +5.6% | +3.5% |
| 30D | +27.1% | +11.1% | +16.0% | +24.9% |
| 3M | +21.2% | +26.3% | -5.1% | +16.3% |
| 6M | -4.5% | +18.3% | -22.9% | -7.5% |
| YTD | +11.7% | -14.4% | +26.2% | +10.6% |
| 1Y | +46.0% | -6.7% | +52.8% | +46.3% |
| All | +46.0% | -6.0% | +52.1% | +46.3% |
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