+142.2%
GLDM vs TPG
+92.2%
+50.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | +11.1% | -6.7% | +4.1% |
| 3M | -1.1% | +26.3% | -27.3% | -1.6% |
| 6M | -13.7% | +18.3% | -32.0% | -14.2% |
| YTD | +2.8% | -14.4% | +17.2% | +2.5% |
| 1Y | +24.8% | -6.7% | +31.6% | +24.3% |
| 3Y | +127.8% | +111.5% | +16.4% | +121.8% |
| All | +142.2% | +92.2% | +50.0% | +135.8% |
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 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