+40.9%
TTWO vs GIS
-25.1%
+66.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.4% | -6.4% | +6.7% | +0.1% |
| 30D | -11.3% | -6.1% | -5.2% | -11.5% |
| 3M | +1.6% | +7.8% | -6.2% | +2.2% |
| 6M | +2.1% | -8.8% | +10.9% | +1.6% |
| YTD | -15.8% | -19.1% | +3.3% | -16.7% |
| 1Y | -12.6% | -24.8% | +12.2% | -13.7% |
| 3Y | +48.2% | -37.6% | +85.8% | +45.5% |
| All | +40.9% | -25.1% | +66.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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