+289.2%
GFI vs TPG
+81.8%
+207.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -4.9% | -9.4% | +4.6% | -3.7% |
| 30D | +10.7% | -5.3% | +16.0% | +11.4% |
| 3M | +25.6% | +12.9% | +12.7% | +23.4% |
| 6M | -8.3% | +20.1% | -28.3% | -10.4% |
| YTD | +6.3% | -22.5% | +28.8% | +8.0% |
| 1Y | +22.1% | -19.7% | +41.8% | +23.7% |
| 3Y | +289.2% | +81.2% | +208.0% | +210.6% |
| All | +289.2% | +81.8% | +207.4% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling