+195.7%
GS vs TPG
+74.1%
+121.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | -0.9% | -9.4% | +8.5% | +3.3% |
| 30D | -0.3% | -5.3% | +5.0% | +1.6% |
| 3M | -0.1% | +12.9% | -13.1% | -6.1% |
| 6M | +26.1% | +20.1% | +6.0% | +14.7% |
| YTD | +18.8% | -22.5% | +41.3% | +30.3% |
| 1Y | +33.7% | -19.7% | +53.4% | +43.6% |
| 3Y | +238.9% | +81.2% | +157.7% | +159.0% |
| All | +195.7% | +74.1% | +121.6% | +112.6% |
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