+742.5%
GAP vs MTCH
+14,357.7%
-13,615.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +9.3% | +10.4% | -1.1% | +7.2% |
| 3M | +6.1% | +21.0% | -14.9% | +1.9% |
| 6M | -2.3% | +36.6% | -38.9% | -8.5% |
| YTD | -10.6% | +29.7% | -40.3% | -15.5% |
| 1Y | -4.4% | +8.6% | -13.0% | -6.5% |
| 3Y | +118.3% | -2.7% | +121.0% | +115.6% |
| 5Y | +12.2% | -72.9% | +85.1% | +35.3% |
| 10Y | +33.7% | +185.0% | -151.3% | +3.1% |
| All | +742.5% | +14,357.7% | -13,615.2% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling