-2.7%
GFS vs MTCH
-73.1%
+70.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | +2.6% | -1.8% | +4.5% | +3.4% |
| 30D | -16.4% | +10.4% | -26.8% | -19.9% |
| 3M | -41.6% | +21.0% | -62.6% | -46.6% |
| 6M | -3.7% | +36.6% | -40.3% | -16.7% |
| YTD | +29.3% | +29.7% | -0.4% | +13.5% |
| 1Y | +37.1% | +8.6% | +28.5% | +29.8% |
| 3Y | -22.1% | -2.7% | -19.4% | -26.0% |
| All | -2.7% | -73.1% | +70.4% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling