+1,494.4%
GFI vs MTCH
+14,793.4%
-13,299.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.3% |
| 7D | -4.9% | +1.3% | -6.1% | -4.9% |
| 30D | +10.7% | +15.9% | -5.2% | +9.9% |
| 3M | +25.6% | +23.3% | +2.4% | +24.1% |
| 6M | -8.3% | +40.1% | -48.4% | -10.0% |
| YTD | +6.3% | +33.6% | -27.3% | +4.5% |
| 1Y | +22.1% | +14.1% | +8.0% | +21.0% |
| 3Y | +289.2% | +1.4% | +287.8% | +285.1% |
| 5Y | +531.7% | -73.1% | +604.8% | +556.0% |
| 10Y | +1,043.8% | +204.8% | +839.0% | +972.8% |
| All | +1,494.4% | +14,793.4% | -13,299.0% | +1,182.3% |
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