+123.2%
GLW vs TTWO
-10.0%
+133.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | +3.8% | -8.8% | +12.6% | +4.1% |
| 30D | -1.3% | -8.6% | +7.3% | -1.2% |
| 3M | -21.8% | -0.9% | -20.9% | -22.1% |
| 6M | +6.9% | -0.5% | +7.4% | +6.6% |
| YTD | +77.2% | -16.1% | +93.3% | +82.7% |
| 1Y | +123.2% | -10.8% | +134.0% | +130.9% |
| All | +123.2% | -10.0% | +133.2% | +130.9% |
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