+7.0%
GLXY vs MTCH
+50.3%
-43.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.4% |
| 7D | -7.3% | +1.3% | -8.6% | -8.0% |
| 30D | +15.7% | +15.9% | -0.1% | +6.6% |
| 3M | -26.7% | +23.3% | -49.9% | -34.7% |
| 6M | +13.7% | +40.1% | -26.4% | -5.2% |
| YTD | +9.1% | +33.6% | -24.5% | -6.1% |
| 1Y | -15.5% | +14.1% | -29.6% | -24.6% |
| All | +7.0% | +50.3% | -43.3% | -18.3% |
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 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