+5,291.1%
TTWO vs GIS
+529.8%
+4,761.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -2.3% | -8.6% | +6.3% | -0.4% |
| 30D | -16.7% | -0.5% | -16.3% | -16.8% |
| 3M | -0.4% | +11.9% | -12.3% | -3.1% |
| 6M | -1.6% | -11.6% | +10.0% | +0.6% |
| YTD | -17.5% | -16.3% | -1.2% | -15.0% |
| 1Y | -14.8% | -21.8% | +6.9% | -11.0% |
| 3Y | +47.9% | -35.7% | +83.5% | +59.6% |
| 5Y | +34.5% | -22.9% | +57.3% | +35.6% |
| 10Y | +394.0% | -16.8% | +410.8% | +375.7% |
| All | +5,291.1% | +529.8% | +4,761.3% | +3,455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling