+48.2%
TTWO vs GNRC
+61.6%
-13.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -11.3% | -15.7% | +4.4% | -10.2% |
| 3M | +1.6% | -27.3% | +28.9% | +4.0% |
| 6M | +2.1% | -12.1% | +14.1% | +1.8% |
| YTD | -15.8% | +37.1% | -53.0% | -21.5% |
| 1Y | -12.6% | -0.5% | -12.1% | -14.7% |
| 3Y | +48.2% | +61.5% | -13.3% | +31.6% |
| All | +48.2% | +61.6% | -13.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling