+516.1%
GFI vs MTCH
-73.3%
+589.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +13.2% | +15.9% | -2.6% | +11.3% |
| 3M | +28.5% | +23.3% | +5.2% | +24.9% |
| 6M | -6.2% | +40.1% | -46.3% | -10.2% |
| YTD | +8.7% | +33.6% | -24.9% | +4.5% |
| 1Y | +24.8% | +14.1% | +10.8% | +22.1% |
| 3Y | +298.0% | +1.4% | +296.6% | +288.1% |
| All | +516.1% | -73.3% | +589.4% | +505.6% |
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