+57.7%
GEV vs TTWO
-10.0%
+67.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -8.8% | +12.1% | +3.9% |
| 30D | -7.5% | -8.6% | +1.1% | -7.0% |
| 3M | -2.2% | -0.9% | -1.3% | -2.4% |
| 6M | +12.1% | -0.5% | +12.6% | +11.9% |
| YTD | +44.4% | -16.1% | +60.5% | +43.6% |
| 1Y | +57.7% | -10.8% | +68.4% | +55.4% |
| All | +57.7% | -10.0% | +67.7% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling