-17.9%
GFS vs MTCH
+47.6%
-65.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +17.2% | +6.7% | +10.5% | +14.7% |
| 30D | -8.7% | -1.4% | -7.4% | -8.6% |
| 3M | -19.7% | +14.8% | -34.4% | -24.4% |
| 6M | -40.7% | +19.4% | -60.1% | -45.6% |
| YTD | +22.5% | +32.3% | -9.8% | +6.2% |
| 1Y | +25.2% | +29.5% | -4.3% | +9.7% |
| All | -17.9% | +47.6% | -65.5% | -36.2% |
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