+24.7%
TTWO vs GTLB
-50.8%
+75.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -2.3% | -6.6% | +4.3% | -1.3% |
| 30D | -16.7% | +13.7% | -30.5% | -18.6% |
| 3M | -0.4% | +52.9% | -53.3% | -7.2% |
| 6M | -1.6% | +88.5% | -90.1% | -11.9% |
| YTD | -17.5% | +23.4% | -41.0% | -21.6% |
| 1Y | -14.8% | -3.8% | -11.0% | -16.4% |
| 3Y | +47.9% | -11.5% | +59.4% | +40.7% |
| All | +24.7% | -50.8% | +75.5% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling