+60.1%
TTWO vs GH
+486.6%
-426.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -16.7% | -2.6% | -14.1% | -16.5% |
| 3M | -0.4% | +25.1% | -25.5% | -4.1% |
| 6M | -1.6% | +78.5% | -80.1% | -10.8% |
| YTD | -17.5% | +59.4% | -76.9% | -24.1% |
| 1Y | -14.8% | +173.9% | -188.7% | -28.4% |
| 3Y | +47.9% | +382.7% | -334.9% | +7.7% |
| 5Y | +34.5% | +24.4% | +10.1% | +13.6% |
| All | +60.1% | +486.6% | -426.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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