-10.8%
TTWO vs GNRC
+6.8%
-17.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -8.8% | +1.9% | -10.7% | -8.8% |
| 30D | -8.6% | -13.8% | +5.2% | -8.8% |
| 3M | -0.9% | -32.6% | +31.7% | -1.2% |
| 6M | -0.5% | -15.2% | +14.7% | -0.8% |
| YTD | -16.1% | +37.4% | -53.5% | -18.0% |
| 1Y | -10.8% | +5.1% | -15.9% | -10.9% |
| All | -10.8% | +6.8% | -17.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling