-37.6%
GIS vs MTCH
-0.9%
-36.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -6.4% | +1.3% | -7.6% | -6.5% |
| 30D | -6.1% | +15.9% | -22.0% | -7.0% |
| 3M | +7.8% | +23.3% | -15.4% | +6.6% |
| 6M | -8.8% | +40.1% | -48.9% | -10.4% |
| YTD | -19.1% | +33.6% | -52.7% | -20.5% |
| 1Y | -24.8% | +14.1% | -38.8% | -25.5% |
| 3Y | -37.6% | +1.4% | -39.0% | -35.1% |
| All | -37.6% | -0.9% | -36.7% | -35.1% |
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