-17.2%
TTWO vs GSK
+14.9%
-32.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.0% | +2.1% | +7.1% |
| 7D | +7.0% | +4.9% | +2.0% | +7.0% |
| 30D | +2.7% | +9.9% | -7.2% | +3.2% |
| 3M | -13.0% | +0.2% | -13.2% | -13.5% |
| 6M | -7.2% | +2.3% | -9.6% | -7.1% |
| YTD | -18.4% | +7.1% | -25.5% | -18.8% |
| 1Y | -17.2% | +13.1% | -30.4% | -18.8% |
| All | -17.2% | +14.9% | -32.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling