+435.3%
GNRC vs MTCH
+208.0%
+227.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.5% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | -15.7% | +15.9% | -31.6% | -19.6% |
| 3M | -27.3% | +23.3% | -50.6% | -32.5% |
| 6M | -12.1% | +40.1% | -52.2% | -21.9% |
| YTD | +37.1% | +33.6% | +3.5% | +23.0% |
| 1Y | -0.5% | +14.1% | -14.5% | -6.3% |
| 3Y | +61.5% | +1.4% | +60.1% | +51.5% |
| 5Y | -58.6% | -73.1% | +14.6% | -46.1% |
| All | +435.3% | +208.0% | +227.3% | +354.0% |
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