+242.7%
GGLL vs MTCH
-3.6%
+246.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | +1.9% | -1.8% | +3.7% | +2.7% |
| 30D | -9.7% | +10.4% | -20.2% | -13.6% |
| 3M | -18.0% | +21.0% | -39.0% | -23.9% |
| 6M | +15.3% | +36.6% | -21.4% | +2.9% |
| YTD | +2.2% | +29.7% | -27.5% | -7.4% |
| 1Y | +73.1% | +8.6% | +64.5% | +66.1% |
| 3Y | +242.7% | -2.7% | +245.4% | +229.6% |
| All | +242.7% | -3.6% | +246.3% | +229.6% |
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