+327.4%
GGLL vs MTCH
-18.4%
+345.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +2.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.9% |
| 30D | -4.0% | +15.9% | -19.8% | -10.4% |
| 3M | -15.5% | +23.3% | -38.8% | -23.0% |
| 6M | +7.6% | +40.1% | -32.5% | -6.6% |
| YTD | +2.0% | +33.6% | -31.6% | -10.1% |
| 1Y | +63.9% | +14.1% | +49.9% | +54.1% |
| 3Y | +239.7% | +1.4% | +238.2% | +226.0% |
| All | +327.4% | -18.4% | +345.7% | +388.0% |
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