+76.9%
TTWO vs GGLL
+328.4%
-251.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | +1.9% | -3.4% | -1.9% |
| 30D | -13.5% | -9.7% | -3.7% | -12.2% |
| 3M | +0.3% | -18.0% | +18.4% | +2.6% |
| 6M | +0.8% | +15.3% | -14.4% | -3.4% |
| YTD | -16.7% | +2.2% | -18.9% | -18.8% |
| 1Y | -14.3% | +73.1% | -87.3% | -23.8% |
| 3Y | +49.4% | +242.7% | -193.3% | +6.6% |
| All | +76.9% | +328.4% | -251.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling