+48.2%
TTWO vs GFI
+296.4%
-248.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.6% |
| 30D | -11.3% | +13.2% | -24.6% | -12.4% |
| 3M | +1.6% | +28.5% | -26.9% | -1.0% |
| 6M | +2.1% | -6.2% | +8.2% | +1.8% |
| YTD | -15.8% | +8.7% | -24.6% | -17.1% |
| 1Y | -12.6% | +24.8% | -37.5% | -15.4% |
| 3Y | +48.2% | +298.0% | -249.8% | +27.8% |
| All | +48.2% | +296.4% | -248.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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