+5,439.7%
TTWO vs GWW
+5,446.6%
-6.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | +1.3% | -3.1% | +4.5% | +2.5% |
| 30D | -13.4% | -2.3% | -11.1% | -12.7% |
| 3M | +3.1% | -3.3% | +6.4% | +4.1% |
| 6M | +3.8% | +15.4% | -11.6% | -1.9% |
| YTD | -15.3% | +26.7% | -42.0% | -22.9% |
| 1Y | -11.1% | +29.0% | -40.1% | -19.8% |
| 3Y | +52.0% | +89.0% | -37.0% | +17.2% |
| 5Y | +40.9% | +221.8% | -180.8% | -12.5% |
| 10Y | +407.6% | +562.7% | -155.1% | +117.3% |
| All | +5,439.7% | +5,446.6% | -6.8% | +1,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling