-17.2%
TTWO vs GLDM
+2.8%
-20.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.7% | +3.5% | +6.5% |
| 7D | +7.0% | -0.3% | +7.2% | +6.9% |
| 30D | +2.7% | -1.9% | +4.5% | +2.8% |
| 3M | -13.0% | -0.4% | -12.6% | -13.5% |
| 6M | -7.2% | -10.1% | +2.8% | -6.2% |
| YTD | -18.4% | -5.8% | -12.6% | -15.9% |
| 1Y | -17.2% | +3.1% | -20.3% | -19.3% |
| All | -17.2% | +2.8% | -20.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling