+194.0%
GGLL vs MTCH
-22.7%
+216.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | +5.1% | +3.7% | +1.4% | +3.5% |
| 30D | -35.5% | -2.8% | -32.7% | -35.1% |
| 3M | -39.2% | +9.3% | -48.4% | -42.1% |
| 6M | -54.4% | +9.2% | -63.6% | -56.3% |
| YTD | -29.8% | +26.5% | -56.3% | -37.1% |
| 1Y | -20.4% | +22.6% | -43.0% | -27.6% |
| 3Y | +149.7% | +40.8% | +109.0% | +104.1% |
| All | +194.0% | -22.7% | +216.7% | +241.7% |
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