+78.9%
TTWO vs GLDM
+225.0%
-146.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.9% |
| 7D | +8.0% | +5.0% | +3.0% | +6.7% |
| 30D | -2.8% | -1.3% | -1.5% | -2.6% |
| 3M | -15.9% | -4.7% | -11.2% | -15.2% |
| 6M | -5.9% | -12.4% | +6.5% | -3.2% |
| YTD | -19.0% | -4.1% | -14.9% | -18.9% |
| 1Y | -10.6% | +3.3% | -13.9% | -12.4% |
| 3Y | +41.7% | +110.9% | -69.2% | +11.5% |
| 5Y | +11.0% | +124.8% | -113.8% | -15.4% |
| All | +78.9% | +225.0% | -146.1% | +31.9% |
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