+1.3%
GFS vs MTCH
-72.3%
+73.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +3.8% | +1.3% | +2.6% | +3.3% |
| 30D | -11.7% | +15.9% | -27.6% | -17.0% |
| 3M | -41.8% | +23.3% | -65.0% | -47.1% |
| 6M | +6.6% | +40.1% | -33.5% | -8.7% |
| YTD | +34.6% | +33.6% | +1.1% | +16.8% |
| 1Y | +46.2% | +14.1% | +32.1% | +35.6% |
| 3Y | -20.3% | +1.4% | -21.7% | -25.5% |
| All | +1.3% | -72.3% | +73.6% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling