+7.0%
GD vs MTCH
+23.0%
-15.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -1.9% | +3.7% | -5.6% | -2.0% |
| 30D | +10.9% | -2.8% | +13.7% | +11.0% |
| 3M | -6.8% | +9.3% | -16.0% | -7.3% |
| 6M | +7.0% | +9.2% | -2.2% | +6.1% |
| YTD | +11.1% | +26.5% | -15.4% | +8.3% |
| 1Y | +7.0% | +22.6% | -15.6% | +4.1% |
| All | +7.0% | +23.0% | -15.9% | +4.1% |
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 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