+394.9%
TTWO vs GPC
+86.4%
+308.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -3.2% | +3.5% | +0.8% |
| 30D | -11.3% | +0.5% | -11.9% | -11.4% |
| 3M | +1.6% | +31.7% | -30.1% | -2.2% |
| 6M | +2.1% | +24.7% | -22.6% | -1.2% |
| YTD | -15.8% | +11.8% | -27.6% | -17.7% |
| 1Y | -12.6% | -3.0% | -9.6% | -12.8% |
| 3Y | +48.2% | -1.1% | +49.3% | +45.3% |
| 5Y | +40.0% | +30.5% | +9.5% | +31.2% |
| All | +394.9% | +86.4% | +308.5% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling