-20.8%
GFS vs TPG
+74.1%
-94.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.4% |
| 7D | +3.8% | -9.4% | +13.3% | +8.5% |
| 30D | -11.7% | -5.3% | -6.5% | -10.1% |
| 3M | -41.8% | +12.9% | -54.7% | -45.8% |
| 6M | +6.6% | +20.1% | -13.4% | -4.2% |
| YTD | +34.6% | -22.5% | +57.1% | +47.8% |
| 1Y | +46.2% | -19.7% | +65.8% | +56.4% |
| 3Y | -20.3% | +81.2% | -101.5% | -46.5% |
| All | -20.8% | +74.1% | -94.9% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling