+391.7%
GLW vs TTWO
+37.9%
+353.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +16.9% | -2.3% | +19.2% | +17.4% |
| 30D | +7.0% | -16.7% | +23.7% | +10.6% |
| 3M | -3.0% | -0.4% | -2.5% | -3.4% |
| 6M | +31.0% | -1.6% | +32.6% | +30.1% |
| YTD | +93.4% | -17.5% | +110.9% | +99.1% |
| 1Y | +134.7% | -14.8% | +149.6% | +139.6% |
| 3Y | +471.8% | +47.9% | +423.9% | +409.0% |
| All | +391.7% | +37.9% | +353.7% | +304.2% |
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