+805.2%
TTWO vs IAU
+867.6%
-62.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -16.7% | +0.2% | -17.0% | -16.8% |
| 3M | -0.4% | +3.3% | -3.7% | -1.0% |
| 6M | -1.6% | -14.6% | +12.9% | +0.4% |
| YTD | -17.5% | +1.9% | -19.4% | -17.9% |
| 1Y | -14.8% | +20.9% | -35.7% | -17.3% |
| 3Y | +47.9% | +127.5% | -79.6% | +31.5% |
| 5Y | +34.5% | +141.9% | -107.5% | +18.2% |
| 10Y | +394.0% | +222.8% | +171.3% | +323.0% |
| All | +805.2% | +867.6% | -62.4% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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