+231.1%
GM vs TTWO
+406.5%
-175.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -1.1% | -11.3% | +10.2% | +1.4% |
| 3M | +6.1% | +1.6% | +4.5% | +5.4% |
| 6M | +15.0% | +2.1% | +12.9% | +13.7% |
| YTD | +6.0% | -15.8% | +21.8% | +9.0% |
| 1Y | +47.1% | -12.6% | +59.7% | +49.6% |
| 3Y | +170.5% | +48.2% | +122.3% | +140.9% |
| 5Y | +80.5% | +40.0% | +40.5% | +58.8% |
| All | +231.1% | +406.5% | -175.4% | +145.0% |
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