+457.2%
GS vs TTWO
+354.2%
+103.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.3% | -7.9% | -1.4% |
| 7D | +1.6% | +15.2% | -13.6% | -1.7% |
| 30D | +1.7% | +5.2% | -3.6% | +0.3% |
| 3M | -11.6% | -11.4% | -0.2% | -9.6% |
| 6M | -1.9% | +1.9% | -3.8% | -3.2% |
| YTD | +5.1% | -12.3% | +17.3% | +6.8% |
| 1Y | +16.4% | -4.0% | +20.4% | +15.9% |
| 3Y | +199.0% | +51.9% | +147.0% | +166.5% |
| 5Y | +157.4% | +22.9% | +134.5% | +133.7% |
| 10Y | +457.2% | +378.6% | +78.7% | +285.7% |
| All | +457.2% | +354.2% | +103.0% | +285.7% |
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