+83.6%
TPG vs GGLL
+210.8%
-127.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +5.0% | +7.7% | -2.6% | +3.3% |
| 30D | +15.7% | -30.2% | +45.9% | +23.6% |
| 3M | -10.6% | -31.3% | +20.7% | -4.4% |
| 6M | +15.9% | -52.1% | +68.0% | +33.8% |
| YTD | -20.6% | -25.9% | +5.2% | -19.4% |
| 1Y | -11.8% | -8.5% | -3.3% | -15.9% |
| 3Y | +71.6% | +165.5% | -94.0% | +9.2% |
| All | +83.6% | +210.8% | -127.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 5y: compounded portfolio wealth divided by compounded GGLL 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…
5y analysis · Full analysis span regression · 6 months rolling