-3.5%
GEHC vs MTCH
-0.9%
-2.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -7.2% | +1.3% | -8.4% | -7.5% |
| 30D | -11.6% | +15.9% | -27.4% | -14.8% |
| 3M | -0.8% | +23.3% | -24.1% | -6.1% |
| 6M | -11.9% | +40.1% | -52.1% | -19.2% |
| YTD | -21.9% | +33.6% | -55.5% | -27.8% |
| 1Y | -17.8% | +14.1% | -31.9% | -21.5% |
| 3Y | -3.5% | +1.4% | -5.0% | -7.7% |
| All | -3.5% | -0.9% | -2.6% | -7.7% |
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