+41.9%
TTWO vs GRMN
+74.2%
-32.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -13.4% | -12.1% | -1.3% | -10.5% |
| 3M | +3.1% | +18.0% | -14.9% | -1.8% |
| 6M | +3.8% | +13.7% | -10.0% | -0.4% |
| YTD | -15.3% | +35.3% | -50.6% | -22.7% |
| 1Y | -11.1% | +17.2% | -28.3% | -16.0% |
| 3Y | +52.0% | +179.6% | -127.7% | -1.6% |
| All | +41.9% | +74.2% | -32.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling