+5,195.6%
TTWO vs GD
+3,987.5%
+1,208.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.7% | -4.3% |
| 7D | +8.0% | -3.0% | +11.0% | +9.0% |
| 30D | -2.8% | +9.3% | -12.1% | -6.2% |
| 3M | -15.9% | -7.2% | -8.7% | -13.7% |
| 6M | -5.9% | +5.5% | -11.4% | -8.2% |
| YTD | -19.0% | +9.5% | -28.5% | -22.4% |
| 1Y | -10.6% | +6.4% | -17.0% | -13.5% |
| 3Y | +41.7% | +59.8% | -18.1% | +16.1% |
| 5Y | +11.0% | +98.0% | -87.0% | -17.0% |
| 10Y | +323.3% | +177.4% | +145.9% | +166.4% |
| All | +5,195.6% | +3,987.5% | +1,208.1% | +1,296.8% |
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