-5.9%
TTWO vs GLXY
+15.1%
-21.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.8% |
| 7D | -1.6% | +15.5% | -17.0% | -2.3% |
| 30D | -13.5% | +34.1% | -47.6% | -15.1% |
| 3M | +0.3% | -11.3% | +11.7% | +0.7% |
| 6M | +0.8% | +31.6% | -30.8% | -2.0% |
| YTD | -16.7% | +21.0% | -37.7% | -18.8% |
| 1Y | -14.3% | +11.7% | -26.0% | -16.2% |
| All | -5.9% | +15.1% | -21.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling