+225.3%
GLDM vs MTCH
+6.3%
+219.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +5.0% | -6.6% | +11.6% | +5.1% |
| 30D | -1.3% | -4.4% | +3.1% | -1.2% |
| 3M | -4.7% | +6.0% | -10.7% | -4.8% |
| 6M | -12.4% | +7.4% | -19.8% | -12.6% |
| YTD | -4.1% | +24.5% | -28.5% | -4.6% |
| 1Y | +3.3% | +22.3% | -18.9% | +2.8% |
| 3Y | +110.9% | +42.4% | +68.6% | +108.2% |
| 5Y | +124.8% | -73.6% | +198.3% | +128.8% |
| All | +225.3% | +6.3% | +219.0% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling