+166.3%
GS vs TPG
+81.2%
+85.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | +3.7% | +10.0% | -6.3% | -0.7% |
| 3M | -10.0% | -0.9% | -9.1% | -10.2% |
| 6M | -1.0% | +15.1% | -16.1% | -8.0% |
| YTD | +7.0% | -19.4% | +26.3% | +15.0% |
| 1Y | +16.6% | -9.0% | +25.6% | +18.6% |
| 3Y | +204.4% | +76.2% | +128.2% | +134.2% |
| All | +166.3% | +81.2% | +85.1% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling