-5.0%
TTWO vs GLXY
+3.8%
-8.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +0.4% | -7.3% | +7.7% | +0.7% |
| 30D | -11.3% | +15.7% | -27.1% | -12.2% |
| 3M | +1.6% | -26.7% | +28.3% | +3.1% |
| 6M | +2.1% | +13.7% | -11.6% | +0.1% |
| YTD | -15.8% | +9.1% | -25.0% | -17.5% |
| 1Y | -12.6% | -15.5% | +2.9% | -13.7% |
| All | -5.0% | +3.8% | -8.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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