+163.8%
GWW vs TPG
+74.1%
+89.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.3% |
| 7D | -3.4% | -9.4% | +6.1% | -1.3% |
| 30D | -1.9% | -5.3% | +3.4% | -0.9% |
| 3M | -2.4% | +12.9% | -15.3% | -5.5% |
| 6M | +15.7% | +20.1% | -4.4% | +9.9% |
| YTD | +27.6% | -22.5% | +50.1% | +34.0% |
| 1Y | +27.2% | -19.7% | +46.9% | +32.0% |
| 3Y | +89.7% | +81.2% | +8.5% | +58.2% |
| All | +163.8% | +74.1% | +89.7% | +111.2% |
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