+25.7%
GPN vs MTCH
+208.0%
-182.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | 0.0% | +15.9% | -15.9% | -4.5% |
| 3M | +35.8% | +23.3% | +12.5% | +27.1% |
| 6M | +22.0% | +40.1% | -18.1% | +9.7% |
| YTD | +15.2% | +33.6% | -18.4% | +5.1% |
| 1Y | +3.5% | +14.1% | -10.6% | -1.2% |
| 3Y | -26.9% | +1.4% | -28.4% | -30.0% |
| 5Y | -44.2% | -73.1% | +28.9% | -25.7% |
| All | +25.7% | +208.0% | -182.3% | -17.5% |
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 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