+5.8%
GLXY vs MTCH
+48.3%
-42.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -8.9% | -1.4% | -7.5% | -8.4% |
| 30D | +19.9% | +13.6% | +6.2% | +11.5% |
| 3M | -20.0% | +22.4% | -42.4% | -28.5% |
| 6M | +10.5% | +37.2% | -26.6% | -6.8% |
| YTD | +7.9% | +31.8% | -23.9% | -6.5% |
| 1Y | -7.5% | +12.9% | -20.4% | -17.0% |
| All | +5.8% | +48.3% | -42.5% | -18.6% |
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