+161.5%
GS vs TPG
+80.3%
+81.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +1.6% | +2.0% | -0.5% | +0.8% |
| 30D | +1.7% | +9.1% | -7.4% | -2.3% |
| 3M | -11.6% | +1.0% | -12.6% | -12.6% |
| 6M | -1.9% | +13.3% | -15.2% | -8.2% |
| YTD | +5.1% | -19.8% | +24.8% | +13.2% |
| 1Y | +16.4% | -6.2% | +22.7% | +16.8% |
| 3Y | +199.0% | +75.4% | +123.6% | +130.5% |
| All | +161.5% | +80.3% | +81.2% | +84.7% |
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 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