+7.6%
GD vs MTCH
+29.6%
-22.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.7% | +6.7% | -4.0% | +2.3% |
| 30D | +8.6% | -1.8% | +10.4% | +8.6% |
| 3M | -7.1% | +12.2% | -19.3% | -7.7% |
| 6M | +7.5% | +16.6% | -9.1% | +6.1% |
| YTD | +9.9% | +31.8% | -21.9% | +7.0% |
| 1Y | +7.6% | +30.8% | -23.3% | +4.6% |
| All | +7.6% | +29.6% | -22.0% | +4.6% |
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 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