+96.5%
TTWO vs GLDM
+204.4%
-107.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.0% | -4.6% | +10.6% | +7.1% |
| 30D | +13.2% | -5.5% | +18.7% | +14.5% |
| 3M | -5.8% | -10.9% | +5.0% | -3.7% |
| 6M | +0.4% | -17.3% | +17.7% | +4.5% |
| YTD | -11.0% | -10.2% | -0.9% | -9.6% |
| 1Y | -4.1% | -6.9% | +2.8% | -3.6% |
| 3Y | +51.8% | +98.7% | -46.9% | +21.0% |
| 5Y | +21.3% | +106.7% | -85.4% | -5.5% |
| All | +96.5% | +204.4% | -107.8% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling