+85.4%
TTWO vs GLDM
+219.1%
-133.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +13.0% | +4.7% | +8.3% | +11.8% |
| 30D | +5.3% | -0.9% | +6.2% | +5.5% |
| 3M | -7.6% | -4.3% | -3.3% | -6.9% |
| 6M | -3.2% | -13.4% | +10.2% | -0.2% |
| YTD | -16.1% | -5.8% | -10.3% | -15.6% |
| 1Y | -14.9% | +2.1% | -16.9% | -16.3% |
| 3Y | +59.9% | +105.0% | -45.1% | +26.7% |
| 5Y | +14.8% | +122.5% | -107.7% | -12.4% |
| All | +85.4% | +219.1% | -133.7% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling