-10.8%
TTWO vs GFS
+37.2%
-48.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.2% |
| 7D | -8.8% | +1.0% | -9.8% | -8.8% |
| 30D | -8.6% | -8.6% | 0.0% | -8.5% |
| 3M | -0.9% | -46.5% | +45.6% | -0.3% |
| 6M | -0.5% | -4.8% | +4.3% | -3.2% |
| YTD | -16.1% | +29.7% | -45.8% | -22.2% |
| 1Y | -10.8% | +35.8% | -46.6% | -19.3% |
| All | -10.8% | +37.2% | -48.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling