+66.3%
TPG vs GPC
+11.0%
+55.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -11.8% | -1.8% | -10.1% | -11.1% |
| 30D | -6.3% | +0.1% | -6.3% | -6.3% |
| 3M | +13.6% | +37.4% | -23.8% | -2.8% |
| 6M | +13.8% | +25.4% | -11.6% | +1.5% |
| YTD | -23.7% | +12.2% | -35.9% | -28.9% |
| 1Y | -18.2% | -0.3% | -17.8% | -19.2% |
| 3Y | +80.1% | -1.6% | +81.7% | +70.6% |
| All | +66.3% | +11.0% | +55.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling