-11.4%
TTWO vs GLDM
+1.2%
-12.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.8% |
| 7D | +8.0% | +5.0% | +3.0% | +7.1% |
| 30D | -2.8% | -1.3% | -1.5% | -2.8% |
| 3M | -15.9% | -4.7% | -11.2% | -15.7% |
| 6M | -5.9% | -12.4% | +6.5% | -4.3% |
| YTD | -19.0% | -4.1% | -14.9% | -16.6% |
| All | -11.4% | +1.2% | -12.6% | -12.7% |
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