+31.0%
GPC vs MTCH
-72.5%
+103.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | +0.1% | +13.6% | -13.6% | -2.0% |
| 3M | +37.4% | +22.4% | +15.0% | +32.8% |
| 6M | +25.4% | +37.2% | -11.7% | +18.9% |
| YTD | +12.2% | +31.8% | -19.6% | +6.8% |
| 1Y | -0.3% | +12.9% | -13.2% | -2.9% |
| 3Y | -1.6% | -1.1% | -0.5% | -4.5% |
| 5Y | +31.0% | -73.5% | +104.5% | +55.9% |
| All | +31.0% | -72.5% | +103.5% | +55.9% |
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