+394.5%
GLW vs MTCH
-72.5%
+467.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +16.9% | -2.4% | +19.3% | +17.3% |
| 30D | +7.0% | +12.8% | -5.8% | +4.3% |
| 3M | -3.0% | +20.0% | -22.9% | -6.7% |
| 6M | +31.0% | +34.7% | -3.7% | +22.5% |
| YTD | +93.4% | +30.6% | +62.8% | +81.5% |
| 1Y | +134.7% | +10.9% | +123.8% | +127.5% |
| 3Y | +471.8% | -2.0% | +473.8% | +452.5% |
| 5Y | +394.5% | -72.6% | +467.1% | +485.2% |
| All | +394.5% | -72.5% | +467.0% | +485.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling