+206.1%
GLD vs TTWO
+370.5%
-164.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +6.0% | -10.6% | -4.9% |
| 30D | -5.5% | +13.2% | -18.7% | -6.1% |
| 3M | -10.9% | -5.8% | -5.1% | -10.7% |
| 6M | -17.4% | +0.4% | -17.8% | -17.6% |
| YTD | -10.3% | -11.0% | +0.7% | -10.1% |
| 1Y | -7.2% | -4.1% | -3.1% | -7.2% |
| 3Y | +96.9% | +51.8% | +45.1% | +92.6% |
| 5Y | +103.8% | +21.3% | +82.5% | +100.2% |
| All | +206.1% | +370.5% | -164.4% | +215.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling