+140.3%
GLDM vs TPG
+78.6%
+61.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.9% | +1.0% |
| 7D | +0.2% | -6.5% | +6.7% | +0.3% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +3.3% | +14.5% | -11.2% | +2.9% |
| 6M | -14.5% | +17.3% | -31.8% | -14.9% |
| YTD | +1.9% | -20.5% | +22.5% | +1.8% |
| 1Y | +21.1% | -13.2% | +34.3% | +20.8% |
| 3Y | +128.6% | +87.7% | +40.9% | +123.2% |
| All | +140.3% | +78.6% | +61.7% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling