+394.9%
TTWO vs GRMN
+677.8%
-282.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.9% |
| 7D | +0.4% | +2.4% | -2.1% | -0.4% |
| 30D | -11.3% | -8.5% | -2.9% | -9.1% |
| 3M | +1.6% | +19.5% | -17.9% | -4.1% |
| 6M | +2.1% | +21.2% | -19.1% | -4.4% |
| YTD | -15.8% | +41.0% | -56.9% | -24.8% |
| 1Y | -12.6% | +19.6% | -32.2% | -18.3% |
| 3Y | +48.2% | +183.8% | -135.6% | -1.5% |
| 5Y | +40.0% | +83.0% | -43.0% | +5.3% |
| All | +394.9% | +677.8% | -282.9% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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