+240.4%
GS vs TPG
+98.7%
+141.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.4% |
| 7D | +3.4% | -2.9% | +6.3% | +4.8% |
| 30D | +0.2% | +5.0% | -4.8% | -2.6% |
| 3M | -0.3% | +24.9% | -25.2% | -11.4% |
| 6M | +27.4% | +21.1% | +6.3% | +14.2% |
| YTD | +19.6% | -17.3% | +36.9% | +29.5% |
| 1Y | +42.5% | -9.8% | +52.3% | +46.1% |
| 3Y | +240.4% | +95.4% | +145.0% | +128.7% |
| All | +240.4% | +98.7% | +141.7% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling