+685.2%
GE vs TTWO
+5,717.4%
-5,032.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.2% | -1.6% | +2.7% | +1.4% |
| 30D | -9.5% | -13.5% | +4.0% | -7.8% |
| 3M | +4.1% | +0.3% | +3.8% | +3.9% |
| 6M | +3.9% | +0.8% | +3.1% | +3.4% |
| YTD | +9.0% | -16.7% | +25.7% | +11.0% |
| 1Y | +21.9% | -14.3% | +36.2% | +23.6% |
| 3Y | +281.8% | +49.4% | +232.4% | +257.5% |
| 5Y | +436.7% | +33.8% | +403.0% | +403.7% |
| 10Y | +151.5% | +392.8% | -241.3% | +91.8% |
| All | +685.2% | +5,717.4% | -5,032.2% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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