+240.4%
GS vs TTWO
+49.4%
+191.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.8% |
| 30D | +0.2% | -13.5% | +13.7% | +3.9% |
| 3M | -0.3% | +0.3% | -0.7% | -1.4% |
| 6M | +27.4% | +0.8% | +26.5% | +25.2% |
| YTD | +19.6% | -16.7% | +36.3% | +24.2% |
| 1Y | +42.5% | -14.3% | +56.7% | +46.1% |
| 3Y | +240.4% | +49.4% | +191.0% | +193.7% |
| All | +240.4% | +49.4% | +191.0% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling