-15.9%
GLDM vs MTCH
+14.0%
-29.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.4% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -4.4% | +0.3% | -4.7% | -4.6% |
| 3M | -8.8% | +13.7% | -22.5% | -8.9% |
| 6M | -15.9% | +17.6% | -33.5% | -19.4% |
| All | -15.9% | +14.0% | -29.9% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling