+650.5%
GS vs TTWO
+390.3%
+260.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.4% | -2.3% | +4.7% | +2.9% |
| 30D | -0.1% | -16.7% | +16.7% | +3.9% |
| 3M | +0.2% | -0.4% | +0.6% | -0.2% |
| 6M | +24.8% | -1.6% | +26.4% | +24.3% |
| YTD | +18.8% | -17.5% | +36.3% | +22.8% |
| 1Y | +37.3% | -14.8% | +52.1% | +40.7% |
| 3Y | +237.9% | +47.9% | +190.0% | +204.8% |
| 5Y | +187.0% | +34.5% | +152.6% | +157.2% |
| 10Y | +650.5% | +394.0% | +256.5% | +461.7% |
| All | +650.5% | +390.3% | +260.2% | +461.7% |
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 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