+84.4%
GRMN vs MTCH
-73.3%
+157.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | +19.5% | +23.3% | -3.8% | +14.4% |
| 6M | +21.2% | +40.1% | -19.0% | +12.9% |
| YTD | +41.0% | +33.6% | +7.5% | +32.4% |
| 1Y | +19.6% | +14.1% | +5.5% | +15.5% |
| 3Y | +183.8% | +1.4% | +182.4% | +174.2% |
| All | +84.4% | -73.3% | +157.7% | +116.9% |
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