+93.8%
GD vs MTCH
-74.5%
+168.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.0% | -5.7% | +0.8% | -4.5% |
| 30D | +8.9% | -4.5% | +13.4% | +9.2% |
| 3M | -8.0% | +7.1% | -15.2% | -8.7% |
| 6M | +2.9% | +3.8% | -0.9% | +2.2% |
| YTD | +7.1% | +23.6% | -16.5% | +4.6% |
| 1Y | +5.9% | +22.2% | -16.3% | +3.5% |
| 3Y | +53.9% | +43.6% | +10.3% | +46.7% |
| All | +93.8% | -74.5% | +168.4% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling