+1,299.2%
TTWO vs GWRE
+741.3%
+557.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.4% | -13.2% | +13.6% | +4.4% |
| 30D | -11.3% | -18.6% | +7.3% | -7.2% |
| 3M | +1.6% | +18.9% | -17.3% | -6.2% |
| 6M | +2.1% | -11.0% | +13.0% | +1.4% |
| YTD | -15.8% | -29.9% | +14.1% | -10.5% |
| 1Y | -12.6% | -44.3% | +31.7% | -0.6% |
| 3Y | +48.2% | +51.7% | -3.5% | +14.7% |
| 5Y | +40.0% | +15.4% | +24.5% | +15.3% |
| 10Y | +404.1% | +129.4% | +274.7% | +222.0% |
| All | +1,299.2% | +741.3% | +557.8% | +600.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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