+198.4%
GS vs TPG
+92.2%
+106.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +0.9% | -2.4% | +3.4% | +2.0% |
| 30D | -1.6% | +11.1% | -12.7% | -6.3% |
| 3M | -4.5% | +26.3% | -30.7% | -14.3% |
| 6M | +20.9% | +18.3% | +2.5% | +10.9% |
| YTD | +19.9% | -14.4% | +34.3% | +26.1% |
| 1Y | +41.4% | -6.7% | +48.1% | +42.4% |
| 3Y | +239.2% | +111.5% | +127.7% | +143.6% |
| All | +198.4% | +92.2% | +106.2% | +105.8% |
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