+38.6%
GILD vs TTWO
-15.1%
+53.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -2.2% | +13.0% | -15.2% | -2.6% |
| 30D | +13.6% | +5.3% | +8.3% | +13.4% |
| 3M | +28.3% | -7.6% | +35.8% | +27.8% |
| 6M | +23.9% | -3.2% | +27.2% | +23.5% |
| YTD | +38.4% | -16.1% | +54.5% | +42.7% |
| 1Y | +38.6% | -14.9% | +53.5% | +42.5% |
| All | +38.6% | -15.1% | +53.7% | +42.5% |
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