-37.7%
GIS vs TPG
+74.1%
-111.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -6.4% | -9.4% | +3.0% | -6.3% |
| 30D | -6.1% | -5.3% | -0.8% | -6.1% |
| 3M | +7.8% | +12.9% | -5.1% | +8.0% |
| 6M | -8.8% | +20.1% | -28.9% | -8.7% |
| YTD | -19.1% | -22.5% | +3.4% | -19.2% |
| 1Y | -24.8% | -19.7% | -5.1% | -24.8% |
| 3Y | -37.6% | +81.2% | -118.8% | -38.5% |
| All | -37.7% | +74.1% | -111.9% | -40.2% |
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