-6.9%
GLDM vs MTCH
+29.6%
-36.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | +6.7% | -11.3% | -4.6% |
| 30D | -5.5% | -1.8% | -3.6% | -5.6% |
| 3M | -10.9% | +12.2% | -23.1% | -10.4% |
| 6M | -17.3% | +16.6% | -33.9% | -17.4% |
| YTD | -10.2% | +31.8% | -42.0% | -8.7% |
| 1Y | -6.9% | +30.8% | -37.8% | -5.5% |
| All | -6.9% | +29.6% | -36.5% | -5.5% |
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