-17.2%
TTWO vs GGLL
-11.6%
-5.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.5% | +0.6% | +6.3% |
| 7D | +7.0% | -23.1% | +30.1% | +9.6% |
| 30D | +2.7% | -32.9% | +35.6% | +7.0% |
| 3M | -13.0% | -44.9% | +31.8% | -7.3% |
| 6M | -7.2% | -49.5% | +42.3% | -1.1% |
| YTD | -18.4% | -28.9% | +10.5% | -17.9% |
| 1Y | -17.2% | -12.2% | -5.1% | -20.4% |
| All | -17.2% | -11.6% | -5.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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