-55.2%
GLXY vs TPG
+0.9%
-56.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.7% | -20.7% | -20.0% |
| 7D | -26.8% | +12.5% | -39.3% | -35.0% |
| 30D | -38.3% | +12.7% | -51.0% | -45.8% |
| 3M | -36.9% | +3.5% | -40.4% | -40.5% |
| 6M | -52.1% | +14.1% | -66.2% | -59.5% |
| YTD | -37.5% | -18.5% | -19.0% | -20.1% |
| 1Y | -55.2% | -1.8% | -53.4% | -52.8% |
| All | -55.2% | +0.9% | -56.1% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling