+9.2%
GAP vs MTCH
+27.4%
-18.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.6% | +6.4% |
| 7D | +8.0% | -4.4% | +12.4% | +9.4% |
| 30D | +2.7% | -0.3% | +3.0% | +2.5% |
| 3M | +16.0% | -2.0% | +18.0% | +16.1% |
| 6M | +2.0% | +6.4% | -4.4% | -1.5% |
| YTD | -4.4% | +27.3% | -31.8% | -14.7% |
| 1Y | +9.2% | +30.3% | -21.1% | -6.4% |
| All | +9.2% | +27.4% | -18.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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