+7,256.5%
GD vs MTCH
+13,681.2%
-6,424.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -8.0% | +7.1% | -15.2% | -8.8% |
| 6M | +2.9% | +3.8% | -0.9% | +2.2% |
| YTD | +7.1% | +23.6% | -16.5% | +4.5% |
| 1Y | +5.9% | +22.2% | -16.3% | +3.4% |
| 3Y | +53.9% | +43.6% | +10.3% | +46.3% |
| 5Y | +95.4% | -74.6% | +170.0% | +112.8% |
| 10Y | +193.5% | +176.9% | +16.6% | +146.5% |
| All | +7,256.5% | +13,681.2% | -6,424.7% | +5,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling