+0.6%
GLDM vs MTCH
+21.0%
-20.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +5.0% | -6.6% | +11.6% | +4.9% |
| 30D | -1.3% | -4.4% | +3.1% | -1.3% |
| 3M | -4.7% | +6.0% | -10.7% | -4.2% |
| 6M | -12.4% | +7.4% | -19.8% | -12.6% |
| YTD | -4.1% | +24.5% | -28.5% | -2.5% |
| All | +0.6% | +21.0% | -20.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling