-0.8%
GFS vs MTCH
-72.6%
+71.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.8% |
| 30D | -9.6% | +13.6% | -23.2% | -14.4% |
| 3M | -38.5% | +22.4% | -60.9% | -44.0% |
| 6M | -1.3% | +37.2% | -38.5% | -14.7% |
| YTD | +31.8% | +31.8% | 0.0% | +15.0% |
| 1Y | +44.6% | +12.9% | +31.7% | +34.7% |
| 3Y | -20.6% | -1.1% | -19.5% | -25.0% |
| All | -0.8% | -72.6% | +71.8% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling