+96.9%
GLD vs MTCH
+47.1%
+49.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +6.7% | -11.2% | -4.7% |
| 30D | -5.5% | -1.8% | -3.6% | -5.5% |
| 3M | -10.9% | +12.2% | -23.1% | -11.1% |
| 6M | -17.4% | +16.6% | -34.0% | -17.8% |
| YTD | -10.3% | +31.8% | -42.2% | -10.8% |
| 1Y | -7.2% | +30.8% | -38.0% | -7.7% |
| 3Y | +96.9% | +49.6% | +47.3% | +87.2% |
| All | +96.9% | +47.1% | +49.9% | +87.2% |
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