-38.1%
GPN vs TPG
+74.1%
-112.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -4.6% | -9.4% | +4.8% | -0.4% |
| 30D | -0.3% | -5.3% | +5.0% | +2.0% |
| 3M | +35.4% | +12.9% | +22.5% | +27.8% |
| 6M | +21.7% | +20.1% | +1.6% | +11.4% |
| YTD | +14.9% | -22.5% | +37.4% | +26.3% |
| 1Y | +3.2% | -19.7% | +22.9% | +11.1% |
| 3Y | -27.1% | +81.2% | -108.3% | -46.6% |
| All | -38.1% | +74.1% | -112.2% | -56.5% |
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