-7.8%
GFS vs MTCH
-72.5%
+64.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +17.2% | +6.7% | +10.5% | +14.4% |
| 30D | -8.7% | -1.4% | -7.4% | -8.6% |
| 3M | -19.7% | +14.8% | -34.4% | -24.7% |
| 6M | -40.7% | +19.4% | -60.1% | -45.9% |
| YTD | +22.5% | +32.3% | -9.8% | +6.1% |
| 1Y | +25.2% | +29.5% | -4.3% | +9.4% |
| 3Y | -17.7% | +47.2% | -64.9% | -33.9% |
| 5Y | -23.5% | -70.2% | +46.7% | +41.9% |
| All | -7.8% | -72.5% | +64.7% | +81.1% |
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