+82.9%
GPC vs MTCH
+203.9%
-121.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | +0.1% | +13.6% | -13.6% | -1.8% |
| 3M | +37.4% | +22.4% | +15.0% | +33.1% |
| 6M | +25.4% | +37.2% | -11.7% | +19.3% |
| YTD | +12.2% | +31.8% | -19.6% | +7.1% |
| 1Y | -0.3% | +12.9% | -13.2% | -2.7% |
| 3Y | -1.6% | -1.1% | -0.5% | -4.0% |
| 5Y | +31.0% | -73.5% | +104.5% | +49.4% |
| All | +82.9% | +203.9% | -121.0% | +54.3% |
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