+2,064.0%
GS vs TTWO
+3,267.9%
-1,203.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | -8.8% | +9.7% | +2.8% |
| 30D | -1.6% | -8.6% | +7.0% | +0.1% |
| 3M | -4.5% | -0.9% | -3.6% | -4.7% |
| 6M | +20.9% | -0.5% | +21.4% | +20.2% |
| YTD | +19.9% | -16.1% | +36.0% | +23.4% |
| 1Y | +41.4% | -10.8% | +52.2% | +43.4% |
| 3Y | +239.2% | +51.4% | +187.8% | +205.8% |
| 5Y | +185.0% | +33.7% | +151.3% | +157.7% |
| 10Y | +655.0% | +380.3% | +274.7% | +397.5% |
| All | +2,064.0% | +3,267.9% | -1,203.9% | +627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling