-17.2%
TTWO vs GWW
+55.5%
-72.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.5% | +0.6% | +6.2% |
| 7D | +7.0% | +11.1% | -4.1% | +5.8% |
| 30D | +2.7% | +15.7% | -13.1% | +1.4% |
| 3M | -13.0% | +14.8% | -27.8% | -14.1% |
| 6M | -7.2% | +30.9% | -38.2% | -7.6% |
| YTD | -18.4% | +48.5% | -66.9% | -14.7% |
| 1Y | -17.2% | +57.1% | -74.3% | -12.2% |
| All | -17.2% | +55.5% | -72.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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