+135.2%
GILD vs TPG
+74.1%
+61.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -4.8% | -9.4% | +4.6% | -3.8% |
| 30D | +5.8% | -5.3% | +11.0% | +6.4% |
| 3M | +14.9% | +12.9% | +2.0% | +13.3% |
| 6M | -0.4% | +20.1% | -20.4% | -2.6% |
| YTD | +18.5% | -22.5% | +41.0% | +21.2% |
| 1Y | +25.1% | -19.7% | +44.8% | +27.1% |
| 3Y | +105.9% | +81.2% | +24.7% | +84.6% |
| All | +135.2% | +74.1% | +61.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling