+7.6%
GAP vs MTCH
-73.3%
+80.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.6% |
| 30D | +6.2% | +15.9% | -9.7% | +0.3% |
| 3M | -0.7% | +23.3% | -24.0% | -9.0% |
| 6M | -7.1% | +40.1% | -47.3% | -19.3% |
| YTD | -14.1% | +33.6% | -47.7% | -24.1% |
| 1Y | -8.5% | +14.1% | -22.6% | -14.2% |
| 3Y | +115.4% | +1.4% | +113.9% | +102.2% |
| All | +7.6% | -73.3% | +80.8% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling