+478.1%
GLW vs MTCH
-3.1%
+481.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +16.9% | -2.4% | +19.3% | +17.2% |
| 30D | +7.0% | +12.8% | -5.8% | +5.0% |
| 3M | -3.0% | +20.0% | -22.9% | -5.7% |
| 6M | +31.0% | +34.7% | -3.7% | +24.1% |
| YTD | +93.4% | +30.6% | +62.8% | +83.9% |
| 1Y | +134.7% | +10.9% | +123.8% | +129.4% |
| All | +478.1% | -3.1% | +481.2% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling