+394.9%
TTWO vs GWW
+570.2%
-175.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -3.4% | +3.7% | +1.1% |
| 30D | -11.3% | -1.9% | -9.4% | -11.0% |
| 3M | +1.6% | -2.4% | +4.0% | +2.0% |
| 6M | +2.1% | +15.7% | -13.6% | -1.5% |
| YTD | -15.8% | +27.6% | -43.4% | -20.7% |
| 1Y | -12.6% | +27.2% | -39.8% | -17.7% |
| 3Y | +48.2% | +89.7% | -41.5% | +26.0% |
| 5Y | +40.0% | +223.9% | -184.0% | +4.7% |
| All | +394.9% | +570.2% | -175.3% | +247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling