+50.9%
TTWO vs GLDM
+130.1%
-79.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -8.8% | -0.5% | -8.3% | -8.7% |
| 30D | -8.6% | +4.4% | -13.0% | -9.5% |
| 3M | -0.9% | -1.1% | +0.2% | -0.8% |
| 6M | -0.5% | -13.7% | +13.2% | +2.6% |
| YTD | -16.1% | +2.8% | -18.9% | -16.6% |
| 1Y | -10.8% | +24.8% | -35.6% | -15.6% |
| All | +50.9% | +130.1% | -79.2% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling