+213.1%
GLD vs TTWO
+410.0%
-196.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.4% |
| 30D | -1.1% | -13.4% | +12.2% | -0.5% |
| 3M | +5.8% | +3.1% | +2.7% | +5.6% |
| 6M | -17.1% | +3.8% | -20.8% | -17.3% |
| YTD | 0.0% | -15.3% | +15.3% | +0.6% |
| 1Y | +18.2% | -11.1% | +29.3% | +18.6% |
| 3Y | +122.6% | +52.0% | +70.6% | +118.0% |
| 5Y | +137.1% | +40.9% | +96.1% | +131.7% |
| All | +213.1% | +410.0% | -196.9% | +210.1% |
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