-1.8%
TPG vs GPC
+6.5%
-8.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.0% |
| 7D | +12.5% | +4.1% | +8.4% | +10.9% |
| 30D | +12.7% | +0.1% | +12.6% | +12.4% |
| 3M | +3.5% | -3.9% | +7.4% | +4.8% |
| 6M | +14.1% | +24.4% | -10.3% | +3.5% |
| YTD | -18.5% | +5.7% | -24.2% | -23.9% |
| 1Y | -1.8% | +6.8% | -8.6% | -9.2% |
| All | -1.8% | +6.5% | -8.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling