+80.4%
TPG vs GPC
+11.0%
+69.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.0% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +5.0% | -0.4% | +5.4% | +5.2% |
| 3M | +24.9% | +39.2% | -14.3% | +6.3% |
| 6M | +21.1% | +18.2% | +2.9% | +11.0% |
| YTD | -17.3% | +12.1% | -29.3% | -22.8% |
| 1Y | -9.8% | -0.7% | -9.2% | -10.9% |
| 3Y | +95.4% | -1.7% | +97.1% | +85.1% |
| All | +80.4% | +11.0% | +69.5% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling