-16.3%
TTWO vs GNRC
+10.1%
-26.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.0% | +11.1% | +1.5% |
| 7D | +10.3% | -15.3% | +25.6% | +9.2% |
| 30D | +5.3% | -22.9% | +28.3% | +3.9% |
| 3M | -9.2% | -20.7% | +11.6% | -10.0% |
| 6M | -4.4% | -34.6% | +30.3% | -5.4% |
| YTD | -16.7% | +26.4% | -43.0% | -17.5% |
| 1Y | -16.3% | +8.3% | -24.5% | -16.4% |
| All | -16.3% | +10.1% | -26.3% | -16.4% |
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