+405.5%
GH vs MTCH
-21.7%
+427.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.9% |
| 30D | -2.6% | +12.8% | -15.4% | -8.2% |
| 3M | +25.1% | +20.0% | +5.1% | +13.8% |
| 6M | +78.5% | +34.7% | +43.8% | +53.7% |
| YTD | +59.4% | +30.6% | +28.8% | +38.5% |
| 1Y | +173.9% | +10.9% | +162.9% | +155.6% |
| 3Y | +382.7% | -2.0% | +384.8% | +345.0% |
| 5Y | +24.4% | -72.6% | +97.0% | +106.9% |
| All | +405.5% | -21.7% | +427.2% | +380.6% |
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 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