+328.7%
GGLL vs MTCH
-19.4%
+348.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -4.8% | +0.7% | -5.4% | -5.1% |
| 30D | -13.7% | +9.7% | -23.4% | -17.5% |
| 3M | -21.9% | +21.1% | -42.9% | -28.1% |
| 6M | +11.7% | +37.5% | -25.8% | -2.3% |
| YTD | +2.3% | +31.9% | -29.6% | -9.3% |
| 1Y | +76.2% | +14.6% | +61.6% | +65.4% |
| 3Y | +245.0% | -6.2% | +251.2% | +244.2% |
| All | +328.7% | -19.4% | +348.1% | +392.4% |
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