+7.0%
GLXY vs TPG
-1.1%
+8.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.4% |
| 7D | -7.3% | -9.4% | +2.1% | +1.8% |
| 30D | +15.7% | -5.3% | +21.0% | +20.3% |
| 3M | -26.7% | +12.9% | -39.6% | -36.7% |
| 6M | +13.7% | +20.1% | -6.4% | -7.6% |
| YTD | +9.1% | -22.5% | +31.6% | +40.6% |
| 1Y | -15.5% | -19.7% | +4.2% | +5.3% |
| All | +7.0% | -1.1% | +8.2% | +14.4% |
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 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