+69.0%
TPG vs GPC
+10.6%
+58.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -9.4% | -3.2% | -6.2% | -8.1% |
| 30D | -5.3% | +0.5% | -5.8% | -5.5% |
| 3M | +12.9% | +31.7% | -18.8% | -1.4% |
| 6M | +20.1% | +24.7% | -4.6% | +7.4% |
| YTD | -22.5% | +11.8% | -34.3% | -27.6% |
| 1Y | -19.7% | -3.0% | -16.7% | -19.7% |
| 3Y | +81.2% | -1.1% | +82.3% | +70.8% |
| All | +69.0% | +10.6% | +58.4% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling