+5,386.4%
TTWO vs GD
+3,897.1%
+1,489.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | +13.0% | -5.0% | +18.0% | +15.0% |
| 30D | +5.3% | +8.9% | -3.6% | +1.9% |
| 3M | -7.6% | -8.0% | +0.5% | -4.9% |
| 6M | -3.2% | +2.9% | -6.1% | -4.7% |
| YTD | -16.1% | +7.1% | -23.1% | -18.9% |
| 1Y | -14.9% | +5.9% | -20.8% | -17.5% |
| 3Y | +59.9% | +53.9% | +6.1% | +32.9% |
| 5Y | +14.8% | +95.4% | -80.6% | -13.7% |
| 10Y | +344.9% | +193.5% | +151.4% | +173.5% |
| All | +5,386.4% | +3,897.1% | +1,489.3% | +1,359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling