-14.3%
GME vs MTCH
+13.9%
-28.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | +7.2% | +0.7% | +6.5% | +7.0% |
| 30D | +0.8% | +9.7% | -8.9% | -1.8% |
| 3M | -14.0% | +21.1% | -35.0% | -19.9% |
| 6M | -19.7% | +37.5% | -57.2% | -27.7% |
| YTD | -4.6% | +31.9% | -36.5% | -13.2% |
| 1Y | -14.3% | +14.6% | -28.9% | -21.6% |
| All | -14.3% | +13.9% | -28.3% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling