+19.7%
TTWO vs GRAB
-74.3%
+94.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +0.4% | -10.8% | +11.2% | +1.9% |
| 30D | -11.3% | -15.5% | +4.2% | -9.4% |
| 3M | +1.6% | -9.0% | +10.6% | +2.8% |
| 6M | +2.1% | -21.6% | +23.7% | +5.1% |
| YTD | -15.8% | -38.9% | +23.0% | -10.5% |
| 1Y | -12.6% | -44.8% | +32.2% | -6.1% |
| 3Y | +48.2% | -18.4% | +66.7% | +48.7% |
| 5Y | +40.0% | -71.6% | +111.6% | +47.8% |
| All | +19.7% | -74.3% | +94.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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