+241.6%
GLDM vs MTCH
+14.1%
+227.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -2.0% | +1.3% | -3.2% | -2.0% |
| 30D | -1.5% | +15.9% | -17.4% | -1.8% |
| 3M | +3.3% | +23.3% | -19.9% | +2.8% |
| 6M | -16.2% | +40.1% | -56.3% | -16.8% |
| YTD | +0.7% | +33.6% | -32.9% | 0.0% |
| 1Y | +19.4% | +14.1% | +5.4% | +19.0% |
| 3Y | +125.5% | +1.4% | +124.1% | +124.4% |
| 5Y | +142.0% | -73.1% | +215.1% | +146.2% |
| All | +241.6% | +14.1% | +227.5% | +233.7% |
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