+5,291.1%
TTWO vs GSK
+374.2%
+4,916.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.3% | -3.6% | +1.3% | -1.3% |
| 30D | -16.7% | -5.9% | -10.8% | -15.3% |
| 3M | -0.4% | -4.3% | +3.8% | +0.6% |
| 6M | -1.6% | -10.8% | +9.2% | +1.0% |
| YTD | -17.5% | +1.8% | -19.3% | -19.0% |
| 1Y | -14.8% | +23.5% | -38.3% | -21.4% |
| 3Y | +47.9% | +49.5% | -1.6% | +25.7% |
| 5Y | +34.5% | +49.7% | -15.2% | +12.0% |
| 10Y | +394.0% | +81.9% | +312.1% | +278.4% |
| All | +5,291.1% | +374.2% | +4,916.9% | +3,051.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling