+816.6%
GLD vs MTCH
+575.6%
+241.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | +9.7% | -5.3% | +4.3% |
| 3M | -1.1% | +21.1% | -22.2% | -1.2% |
| 6M | -13.8% | +37.5% | -51.3% | -14.0% |
| YTD | +2.6% | +31.9% | -29.3% | +2.4% |
| 1Y | +24.5% | +14.6% | +10.0% | +24.4% |
| 3Y | +125.8% | -6.2% | +132.0% | +125.5% |
| 5Y | +137.8% | -70.6% | +208.4% | +137.4% |
| 10Y | +221.4% | +185.6% | +35.8% | +231.2% |
| All | +816.6% | +575.6% | +241.0% | +894.6% |
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