+50.9%
TTWO vs GD
+74.3%
-23.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.6% |
| 7D | -8.8% | -5.3% | -3.5% | -7.9% |
| 30D | -8.6% | -6.4% | -2.2% | -7.5% |
| 3M | -0.9% | +5.7% | -6.6% | -1.7% |
| 6M | -0.5% | -0.9% | +0.4% | -0.3% |
| YTD | -16.1% | +8.2% | -24.3% | -17.2% |
| 1Y | -10.8% | +13.4% | -24.2% | -12.6% |
| All | +50.9% | +74.3% | -23.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling