+378.6%
TTWO vs GD
+180.8%
+197.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.9% |
| 7D | +15.2% | -1.9% | +17.1% | +15.7% |
| 30D | +5.2% | +10.9% | -5.7% | +1.9% |
| 3M | -11.4% | -6.8% | -4.7% | -9.7% |
| 6M | +1.9% | +7.0% | -5.1% | -0.4% |
| YTD | -12.3% | +11.1% | -23.4% | -15.5% |
| 1Y | -4.0% | +7.0% | -11.1% | -6.5% |
| 3Y | +51.9% | +59.9% | -8.0% | +29.0% |
| 5Y | +22.9% | +102.5% | -79.5% | -3.8% |
| 10Y | +378.6% | +174.0% | +204.5% | +272.4% |
| All | +378.6% | +180.8% | +197.7% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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