+35.1%
GS vs TPG
-16.8%
+51.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +0.5% |
| 7D | -1.7% | -11.8% | +10.1% | +2.4% |
| 30D | -0.9% | -6.3% | +5.3% | +0.9% |
| 3M | +2.3% | +13.6% | -11.2% | -2.8% |
| 6M | +23.4% | +13.8% | +9.6% | +16.7% |
| YTD | +17.7% | -23.7% | +41.4% | +27.9% |
| 1Y | +35.1% | -18.2% | +53.3% | +42.6% |
| All | +35.1% | -16.8% | +51.9% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling