+290.5%
GME vs MTCH
+208.0%
+82.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.4% |
| 7D | +10.4% | +1.3% | +9.1% | +10.1% |
| 30D | +14.1% | +15.9% | -1.8% | +9.9% |
| 3M | -4.6% | +23.3% | -27.9% | -9.9% |
| 6M | -13.5% | +40.1% | -53.7% | -20.9% |
| YTD | +5.3% | +33.6% | -28.3% | -2.6% |
| 1Y | -14.9% | +14.1% | -29.0% | -18.4% |
| 3Y | +24.3% | +1.4% | +22.8% | +19.6% |
| 5Y | -55.6% | -73.1% | +17.6% | -54.3% |
| All | +290.5% | +208.0% | +82.4% | +167.0% |
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