-23.7%
GFS vs TPG
+92.2%
-116.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +1.0% | -2.4% | +3.5% | +2.1% |
| 30D | -8.6% | +11.1% | -19.7% | -13.4% |
| 3M | -46.5% | +26.3% | -72.8% | -52.6% |
| 6M | -4.8% | +18.3% | -23.2% | -13.5% |
| YTD | +29.7% | -14.4% | +44.1% | +36.2% |
| 1Y | +35.8% | -6.7% | +42.6% | +35.3% |
| 3Y | -18.3% | +111.5% | -129.8% | -49.0% |
| All | -23.7% | +92.2% | -116.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling