+76.4%
TPG vs GGLL
+313.5%
-237.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.3% |
| 7D | -11.8% | -5.8% | -6.1% | -10.5% |
| 30D | -6.3% | -7.2% | +1.0% | -4.5% |
| 3M | +13.6% | -17.5% | +31.1% | +17.6% |
| 6M | +13.8% | +5.1% | +8.8% | +9.2% |
| YTD | -23.7% | -1.3% | -22.4% | -26.0% |
| 1Y | -18.2% | +60.2% | -78.4% | -31.5% |
| 3Y | +80.1% | +230.8% | -150.7% | +11.4% |
| All | +76.4% | +313.5% | -237.1% | -2.7% |
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