+78.7%
TTWO vs GGLL
+327.4%
-248.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -11.3% | -4.0% | -7.4% | -10.8% |
| 3M | +1.6% | -15.5% | +17.1% | +3.4% |
| 6M | +2.1% | +7.6% | -5.5% | -1.1% |
| YTD | -15.8% | +2.0% | -17.8% | -18.0% |
| 1Y | -12.6% | +63.9% | -76.5% | -21.7% |
| 3Y | +48.2% | +239.7% | -191.4% | +6.0% |
| All | +78.7% | +327.4% | -248.7% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling