+35.1%
GS vs TTWO
-12.7%
+47.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | -1.7% | +1.3% | -3.1% | -2.0% |
| 30D | -0.9% | -13.4% | +12.5% | +1.6% |
| 3M | +2.3% | +3.1% | -0.7% | +0.4% |
| 6M | +23.4% | +3.8% | +19.7% | +20.0% |
| YTD | +17.7% | -15.3% | +33.0% | +18.5% |
| 1Y | +35.1% | -11.1% | +46.2% | +32.8% |
| All | +35.1% | -12.7% | +47.8% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling