+1,606.5%
TTWO vs GME
+1,127.7%
+478.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.4% |
| 7D | -2.3% | +4.8% | -7.2% | -2.6% |
| 30D | -16.7% | +5.9% | -22.6% | -17.1% |
| 3M | -0.4% | -10.7% | +10.3% | +0.2% |
| 6M | -1.6% | -19.8% | +18.2% | -0.5% |
| YTD | -17.5% | -0.9% | -16.6% | -17.8% |
| 1Y | -14.8% | -15.7% | +0.9% | -14.3% |
| 3Y | +47.9% | +12.3% | +35.6% | +33.2% |
| 5Y | +34.5% | -60.1% | +94.5% | +24.8% |
| 10Y | +394.0% | +265.3% | +128.7% | +87.9% |
| All | +1,606.5% | +1,127.7% | +478.8% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling