+27.2%
TTWO vs GTLB
-50.1%
+77.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.4% | -5.7% | +6.1% | +1.2% |
| 30D | -11.3% | +15.1% | -26.5% | -13.5% |
| 3M | +1.6% | +65.5% | -63.9% | -6.4% |
| 6M | +2.1% | +102.9% | -100.8% | -9.5% |
| YTD | -15.8% | +25.2% | -41.0% | -20.1% |
| 1Y | -12.6% | -5.5% | -7.1% | -14.0% |
| 3Y | +48.2% | -10.9% | +59.1% | +40.9% |
| All | +27.2% | -50.1% | +77.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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