+123.2%
GLW vs MTCH
+13.9%
+109.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.7% |
| 7D | +3.8% | +0.7% | +3.1% | +3.8% |
| 30D | -1.3% | +9.7% | -11.1% | -1.5% |
| 3M | -21.8% | +21.1% | -42.9% | -22.0% |
| 6M | +6.9% | +37.5% | -30.6% | +3.3% |
| YTD | +77.2% | +31.9% | +45.2% | +72.5% |
| 1Y | +123.2% | +14.6% | +108.7% | +123.9% |
| All | +123.2% | +13.9% | +109.3% | +123.9% |
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