+2,452.0%
GLW vs MTCH
+14,607.1%
-12,155.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | -1.3% | +9.7% | -11.1% | -3.5% |
| 3M | -21.8% | +21.1% | -42.9% | -25.2% |
| 6M | +6.9% | +37.5% | -30.6% | -0.9% |
| YTD | +77.2% | +31.9% | +45.2% | +65.2% |
| 1Y | +123.2% | +14.6% | +108.7% | +114.2% |
| 3Y | +400.0% | -6.2% | +406.2% | +386.6% |
| 5Y | +342.8% | -70.6% | +413.4% | +424.6% |
| 10Y | +771.4% | +185.6% | +585.8% | +486.9% |
| All | +2,452.0% | +14,607.1% | -12,155.2% | +1,211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling