+650.5%
GS vs MTCH
+188.8%
+461.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | -0.1% | +12.8% | -12.9% | -2.5% |
| 3M | +0.2% | +20.0% | -19.8% | -3.7% |
| 6M | +24.8% | +34.7% | -9.9% | +17.1% |
| YTD | +18.8% | +30.6% | -11.8% | +11.9% |
| 1Y | +37.3% | +10.9% | +26.4% | +33.4% |
| 3Y | +237.9% | -2.0% | +239.9% | +228.4% |
| 5Y | +187.0% | -72.6% | +259.7% | +236.6% |
| 10Y | +650.5% | +197.9% | +452.6% | +492.5% |
| All | +650.5% | +188.8% | +461.7% | +492.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling