+40.9%
TTWO vs GWW
+222.0%
-181.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +0.4% | -3.4% | +3.7% | +1.2% |
| 30D | -11.3% | -1.9% | -9.4% | -11.0% |
| 3M | +1.6% | -2.4% | +4.0% | +2.1% |
| 6M | +2.1% | +15.7% | -13.6% | -1.9% |
| YTD | -15.8% | +27.6% | -43.4% | -21.3% |
| 1Y | -12.6% | +27.2% | -39.8% | -18.4% |
| 3Y | +48.2% | +89.7% | -41.5% | +20.8% |
| All | +40.9% | +222.0% | -181.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling