+44.6%
GFS vs TPG
-16.8%
+61.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +0.8% |
| 7D | +3.2% | -11.8% | +15.0% | +5.6% |
| 30D | -9.6% | -6.3% | -3.3% | -8.7% |
| 3M | -38.5% | +13.6% | -52.1% | -40.5% |
| 6M | -1.3% | +13.8% | -15.1% | -4.7% |
| YTD | +31.8% | -23.7% | +55.5% | +34.6% |
| 1Y | +44.6% | -18.2% | +62.7% | +44.1% |
| All | +44.6% | -16.8% | +61.3% | +44.1% |
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