+12.0%
GEHC vs MTCH
-1.0%
+13.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -5.2% | -1.8% | -3.4% | -4.8% |
| 30D | -7.0% | +10.4% | -17.4% | -8.9% |
| 3M | +3.3% | +21.0% | -17.7% | -0.9% |
| 6M | -10.0% | +36.6% | -46.6% | -15.8% |
| YTD | -18.5% | +29.7% | -48.1% | -23.1% |
| 1Y | -14.4% | +8.6% | -23.0% | -16.8% |
| 3Y | +3.4% | -2.7% | +6.1% | -2.2% |
| All | +12.0% | -1.0% | +13.0% | +0.3% |
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