+164.9%
GD vs MTCH
+143.8%
+21.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +1.9% | +6.7% | -4.8% | +1.2% |
| 30D | +9.2% | -1.4% | +10.6% | +9.2% |
| 3M | -7.5% | +14.8% | -22.2% | -9.0% |
| 6M | +5.8% | +19.4% | -13.6% | +3.4% |
| YTD | +9.8% | +32.3% | -22.5% | +5.9% |
| 1Y | +5.8% | +29.5% | -23.7% | +2.3% |
| 3Y | +58.0% | +47.2% | +10.8% | +48.6% |
| 5Y | +100.4% | -70.2% | +170.7% | +119.4% |
| All | +164.9% | +143.8% | +21.2% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling