+24.4%
GH vs MTCH
-73.3%
+97.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -3.2% |
| 30D | -4.7% | +15.9% | -20.6% | -12.0% |
| 3M | +20.2% | +23.3% | -3.0% | +6.5% |
| 6M | +78.8% | +40.1% | +38.6% | +47.9% |
| YTD | +54.1% | +33.6% | +20.5% | +29.9% |
| 1Y | +177.1% | +14.1% | +163.0% | +152.4% |
| 3Y | +371.6% | +1.4% | +370.2% | +324.5% |
| All | +24.4% | -73.3% | +97.7% | +151.9% |
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