+163.4%
GS vs TPG
+78.3%
+85.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | +5.0% | +0.8% | +3.7% |
| 30D | +4.3% | +15.7% | -11.4% | -2.2% |
| 3M | -11.7% | -10.6% | -1.1% | -7.8% |
| 6M | -3.2% | +15.9% | -19.1% | -10.2% |
| YTD | +5.8% | -20.6% | +26.4% | +14.5% |
| 1Y | +16.0% | -11.8% | +27.8% | +19.5% |
| 3Y | +199.8% | +71.6% | +128.2% | +133.2% |
| All | +163.4% | +78.3% | +85.0% | +86.8% |
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