-0.2%
GPC vs MTCH
+47.6%
-47.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.3% | +6.7% | -8.0% | -2.6% |
| 30D | -6.0% | -1.4% | -4.7% | -6.1% |
| 3M | -7.6% | +14.8% | -22.4% | -10.7% |
| 6M | +24.2% | +19.4% | +4.8% | +18.8% |
| YTD | +2.7% | +32.3% | -29.6% | -4.4% |
| 1Y | +0.2% | +29.5% | -29.4% | -6.4% |
| All | -0.2% | +47.6% | -47.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling