+48.2%
TTWO vs GEHC
-1.6%
+49.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -7.2% | +7.5% | +1.6% |
| 30D | -11.3% | -11.6% | +0.2% | -9.6% |
| 3M | +1.6% | -0.8% | +2.4% | +1.5% |
| 6M | +2.1% | -11.9% | +14.0% | +3.8% |
| YTD | -15.8% | -21.9% | +6.1% | -12.7% |
| 1Y | -12.6% | -17.8% | +5.2% | -10.6% |
| 3Y | +48.2% | -3.5% | +51.7% | +41.6% |
| All | +48.2% | -1.6% | +49.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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