+5,346.0%
TTWO vs GPC
+1,042.3%
+4,303.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | +0.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -13.5% | -0.4% | -13.1% | -13.4% |
| 3M | +0.3% | +39.2% | -38.8% | -11.9% |
| 6M | +0.8% | +18.2% | -17.4% | -6.4% |
| YTD | -16.7% | +12.1% | -28.8% | -22.1% |
| 1Y | -14.3% | -0.7% | -13.6% | -16.2% |
| 3Y | +49.4% | -1.7% | +51.1% | +40.4% |
| 5Y | +33.8% | +29.3% | +4.5% | +9.4% |
| 10Y | +392.8% | +80.7% | +312.2% | +209.3% |
| All | +5,346.0% | +1,042.3% | +4,303.8% | +1,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling