+851.8%
GLW vs MTCH
+208.0%
+643.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +7.8% | +1.3% | +6.6% | +7.5% |
| 30D | -0.4% | +15.9% | -16.3% | -3.6% |
| 3M | -5.6% | +23.3% | -28.8% | -10.0% |
| 6M | +26.7% | +40.1% | -13.4% | +17.1% |
| YTD | +91.0% | +33.6% | +57.5% | +77.8% |
| 1Y | +122.4% | +14.1% | +108.3% | +113.8% |
| 3Y | +471.0% | +1.4% | +469.6% | +446.9% |
| 5Y | +385.6% | -73.1% | +458.8% | +490.5% |
| All | +851.8% | +208.0% | +643.8% | +565.1% |
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