+70.8%
GD vs MTCH
-5.4%
+76.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -5.3% | +0.7% | -5.9% | -5.3% |
| 30D | -6.4% | +9.7% | -16.2% | -7.1% |
| 3M | +5.7% | +21.1% | -15.4% | +4.0% |
| 6M | -0.9% | +37.5% | -38.4% | -3.7% |
| YTD | +8.2% | +31.9% | -23.8% | +5.4% |
| 1Y | +13.4% | +14.6% | -1.1% | +11.7% |
| All | +70.8% | -5.4% | +76.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling