+49.2%
TTWO vs GRMN
+179.1%
-129.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -13.4% | -12.1% | -1.3% | -11.7% |
| 3M | +3.1% | +18.0% | -14.9% | +0.3% |
| 6M | +3.8% | +13.7% | -10.0% | +1.4% |
| YTD | -15.3% | +35.3% | -50.6% | -19.6% |
| 1Y | -11.1% | +17.2% | -28.3% | -14.1% |
| All | +49.2% | +179.1% | -129.8% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling