+10.3%
GLXY vs MTCH
+46.9%
-36.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -7.4% |
| 7D | +4.5% | -2.4% | +6.9% | +5.7% |
| 30D | +28.8% | +12.8% | +16.0% | +20.3% |
| 3M | -23.0% | +20.0% | -43.0% | -30.4% |
| 6M | +17.0% | +34.7% | -17.7% | -0.5% |
| YTD | +12.5% | +30.6% | -18.1% | -2.1% |
| 1Y | -5.4% | +10.9% | -16.3% | -14.4% |
| All | +10.3% | +46.9% | -36.6% | -14.8% |
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 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