+140.0%
GLD vs MTCH
-72.5%
+212.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +0.2% | +12.8% | -12.6% | 0.0% |
| 3M | +3.2% | +20.0% | -16.7% | +2.8% |
| 6M | -14.6% | +34.7% | -49.4% | -15.2% |
| YTD | +1.8% | +30.6% | -28.8% | +1.2% |
| 1Y | +20.7% | +10.9% | +9.8% | +20.4% |
| 3Y | +126.5% | -2.0% | +128.5% | +125.5% |
| 5Y | +140.0% | -72.6% | +212.7% | +137.8% |
| All | +140.0% | -72.5% | +212.6% | +137.8% |
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