+309.0%
GGLL vs MTCH
-20.2%
+329.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | -3.9% | -2.4% | -1.5% | -2.8% |
| 30D | -15.4% | +12.8% | -28.2% | -20.1% |
| 3M | -21.9% | +20.0% | -41.9% | -27.9% |
| 6M | +4.5% | +34.7% | -30.2% | -7.7% |
| YTD | -2.4% | +30.6% | -33.0% | -13.1% |
| 1Y | +57.8% | +10.9% | +46.9% | +50.2% |
| 3Y | +227.2% | -2.0% | +229.3% | +219.2% |
| All | +309.0% | -20.2% | +329.2% | +372.0% |
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 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