-58.4%
GME vs MTCH
-73.3%
+14.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.0% |
| 7D | +10.4% | +1.3% | +9.1% | +9.7% |
| 30D | +14.1% | +15.9% | -1.8% | +4.6% |
| 3M | -4.6% | +23.3% | -27.9% | -16.8% |
| 6M | -13.5% | +40.1% | -53.7% | -30.3% |
| YTD | +5.3% | +33.6% | -28.3% | -13.2% |
| 1Y | -14.9% | +14.1% | -29.0% | -23.4% |
| 3Y | +24.3% | +1.4% | +22.8% | +13.2% |
| All | -58.4% | -73.3% | +14.9% | -27.1% |
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