+371.6%
GH vs TPG
+81.8%
+289.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.8% |
| 7D | -2.5% | -9.4% | +6.9% | +1.8% |
| 30D | -4.7% | -5.3% | +0.6% | -3.2% |
| 3M | +20.2% | +12.9% | +7.3% | +11.2% |
| 6M | +78.8% | +20.1% | +58.7% | +60.1% |
| YTD | +54.1% | -22.5% | +76.6% | +69.7% |
| 1Y | +177.1% | -19.7% | +196.8% | +196.6% |
| 3Y | +371.6% | +81.2% | +290.4% | +194.8% |
| All | +371.6% | +81.8% | +289.8% | +194.8% |
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