+122.4%
GLW vs TTWO
-12.4%
+134.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +7.8% | +0.4% | +7.5% | +7.8% |
| 30D | -0.4% | -11.3% | +10.9% | +0.1% |
| 3M | -5.6% | +1.6% | -7.2% | -6.1% |
| 6M | +26.7% | +2.1% | +24.6% | +25.7% |
| YTD | +91.0% | -15.8% | +106.9% | +97.7% |
| 1Y | +122.4% | -12.6% | +135.0% | +130.7% |
| All | +122.4% | -12.4% | +134.8% | +130.7% |
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