+48.2%
TTWO vs GME
+18.5%
+29.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.7% |
| 7D | +0.4% | +10.4% | -10.0% | +0.2% |
| 30D | -11.3% | +14.1% | -25.4% | -11.5% |
| 3M | +1.6% | -4.6% | +6.2% | +1.7% |
| 6M | +2.1% | -13.5% | +15.6% | +2.3% |
| YTD | -15.8% | +5.3% | -21.2% | -16.0% |
| 1Y | -12.6% | -14.9% | +2.3% | -12.5% |
| 3Y | +48.2% | +24.3% | +23.9% | +52.0% |
| All | +48.2% | +18.5% | +29.7% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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