+5,401.7%
TTWO vs GFI
+916.9%
+4,484.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +0.4% | -4.9% | +5.2% | +0.7% |
| 30D | -11.3% | +10.7% | -22.1% | -11.9% |
| 3M | +1.6% | +25.6% | -24.0% | 0.0% |
| 6M | +2.1% | -8.3% | +10.3% | +2.0% |
| YTD | -15.8% | +6.3% | -22.1% | -16.7% |
| 1Y | -12.6% | +22.1% | -34.7% | -14.5% |
| 3Y | +48.2% | +289.2% | -241.0% | +34.0% |
| 5Y | +40.0% | +531.7% | -491.7% | +21.1% |
| 10Y | +404.1% | +1,043.8% | -639.6% | +307.7% |
| All | +5,401.7% | +916.9% | +4,484.8% | +4,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling