+142.4%
GILD vs TTWO
+39.3%
+103.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | +5.8% | -11.3% | +17.1% | +6.3% |
| 3M | +14.9% | +1.6% | +13.3% | +14.8% |
| 6M | -0.4% | +2.1% | -2.4% | -0.6% |
| YTD | +18.5% | -15.8% | +34.4% | +19.4% |
| 1Y | +25.1% | -12.6% | +37.7% | +25.7% |
| 3Y | +105.9% | +48.2% | +57.7% | +100.5% |
| All | +142.4% | +39.3% | +103.1% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling