+669.0%
GRMN vs MTCH
+208.0%
+461.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.9% | +4.0% |
| 7D | +2.4% | +1.3% | +1.2% | +2.2% |
| 30D | -8.5% | +15.9% | -24.3% | -10.9% |
| 3M | +19.5% | +23.3% | -3.8% | +14.9% |
| 6M | +21.2% | +40.1% | -19.0% | +13.8% |
| YTD | +41.0% | +33.6% | +7.5% | +33.4% |
| 1Y | +19.6% | +14.1% | +5.5% | +16.0% |
| 3Y | +183.8% | +1.4% | +182.4% | +174.6% |
| 5Y | +83.0% | -73.1% | +156.2% | +113.0% |
| All | +669.0% | +208.0% | +461.0% | +508.5% |
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