-57.4%
GNRC vs MTCH
-73.3%
+15.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.6% | +2.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.7% |
| 30D | -15.7% | +15.9% | -31.6% | -21.1% |
| 3M | -27.3% | +23.3% | -50.6% | -34.5% |
| 6M | -12.1% | +40.1% | -52.2% | -25.8% |
| YTD | +37.1% | +33.6% | +3.5% | +17.3% |
| 1Y | -0.5% | +14.1% | -14.5% | -8.7% |
| 3Y | +61.5% | +1.4% | +60.1% | +48.1% |
| All | -57.4% | -73.3% | +15.9% | -30.5% |
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