-6.9%
TTWO vs GLXY
+7.0%
-13.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.6% |
| 7D | -2.3% | +4.5% | -6.8% | -2.6% |
| 30D | -16.7% | +28.8% | -45.6% | -18.1% |
| 3M | -0.4% | -23.0% | +22.6% | +0.7% |
| 6M | -1.6% | +17.0% | -18.6% | -3.7% |
| YTD | -17.5% | +12.5% | -30.0% | -19.3% |
| 1Y | -14.8% | -5.4% | -9.4% | -16.2% |
| All | -6.9% | +7.0% | -13.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling