-29.9%
GFS vs TPG
+78.3%
-108.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +7.4% | +5.0% | +2.4% | +5.0% |
| 30D | -15.3% | +15.7% | -30.9% | -21.1% |
| 3M | -21.1% | -10.6% | -10.5% | -17.6% |
| 6M | -44.5% | +15.9% | -60.4% | -49.2% |
| YTD | +19.2% | -20.6% | +39.9% | +28.8% |
| 1Y | +27.2% | -11.8% | +39.0% | +29.6% |
| 3Y | -20.1% | +71.6% | -91.7% | -44.9% |
| All | -29.9% | +78.3% | -108.2% | -57.3% |
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 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