+637.6%
GIS vs MTCH
+14,593.1%
-13,955.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.1% |
| 7D | -8.4% | -1.4% | -7.0% | -8.4% |
| 30D | -5.2% | +13.6% | -18.8% | -5.7% |
| 3M | +8.2% | +22.4% | -14.2% | +7.3% |
| 6M | -12.0% | +37.2% | -49.2% | -13.2% |
| YTD | -18.9% | +31.8% | -50.7% | -19.8% |
| 1Y | -23.6% | +12.9% | -36.5% | -24.1% |
| 3Y | -37.6% | -1.1% | -36.5% | -38.0% |
| 5Y | -25.2% | -73.5% | +48.3% | -22.6% |
| 10Y | -19.3% | +200.7% | -220.0% | -26.6% |
| All | +637.6% | +14,593.1% | -13,955.5% | +496.5% |
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