-37.9%
GPN vs TPG
+74.1%
-112.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -4.3% | -9.4% | +5.1% | -0.1% |
| 30D | 0.0% | -5.3% | +5.3% | +2.3% |
| 3M | +35.8% | +12.9% | +22.9% | +28.2% |
| 6M | +22.0% | +20.1% | +1.9% | +11.7% |
| YTD | +15.2% | -22.5% | +37.7% | +26.7% |
| 1Y | +3.5% | -19.7% | +23.2% | +11.4% |
| 3Y | -26.9% | +81.2% | -108.1% | -46.5% |
| All | -37.9% | +74.1% | -112.1% | -56.4% |
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