-22.0%
GFS vs MTCH
-3.1%
-18.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +4.5% | -2.4% | +6.9% | +5.4% |
| 30D | -8.2% | +12.8% | -21.0% | -12.5% |
| 3M | -38.9% | +20.0% | -58.8% | -43.5% |
| 6M | -2.9% | +34.7% | -37.6% | -15.1% |
| YTD | +31.8% | +30.6% | +1.2% | +15.9% |
| 1Y | +43.1% | +10.9% | +32.2% | +35.0% |
| All | -22.0% | -3.1% | -18.9% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling