+5,291.1%
TTWO vs GAP
+321.3%
+4,969.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.3% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | -16.7% | -0.7% | -16.0% | -16.8% |
| 3M | -0.4% | -0.5% | 0.0% | -0.7% |
| 6M | -1.6% | -5.0% | +3.4% | -1.9% |
| YTD | -17.5% | -14.7% | -2.9% | -16.7% |
| 1Y | -14.8% | -8.6% | -6.2% | -15.3% |
| 3Y | +47.9% | +108.4% | -60.5% | +20.1% |
| 5Y | +34.5% | +5.8% | +28.7% | +17.2% |
| 10Y | +394.0% | +29.6% | +364.4% | +252.0% |
| All | +5,291.1% | +321.3% | +4,969.8% | +2,362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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