+232.7%
GLW vs TTWO
+23.0%
+209.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +7.7% | +6.0% | +1.7% | +6.7% |
| 30D | -18.8% | +13.2% | -32.1% | -20.6% |
| 3M | -27.7% | -5.8% | -21.9% | -27.1% |
| 6M | -44.4% | +0.4% | -44.8% | -44.9% |
| YTD | +31.3% | -11.0% | +42.3% | +33.1% |
| 1Y | +40.0% | -4.1% | +44.1% | +39.4% |
| 3Y | +339.2% | +51.8% | +287.4% | +288.6% |
| All | +232.7% | +23.0% | +209.7% | +182.2% |
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