+390.3%
GDDY vs MTCH
+142.1%
+248.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +6.8% | +15.9% | -9.1% | +2.4% |
| 3M | +30.5% | +23.3% | +7.2% | +22.7% |
| 6M | +13.3% | +40.1% | -26.8% | +2.6% |
| YTD | -21.0% | +33.6% | -54.6% | -27.4% |
| 1Y | -34.0% | +14.1% | -48.1% | -36.8% |
| 3Y | +33.1% | +1.4% | +31.6% | +26.4% |
| 5Y | +30.3% | -73.1% | +103.5% | +75.7% |
| 10Y | +205.5% | +204.8% | +0.7% | +105.6% |
| All | +390.3% | +142.1% | +248.3% | +284.3% |
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