+438.8%
GS vs MTCH
+142.9%
+296.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.9% | +6.7% | -0.8% | +4.5% |
| 30D | +4.3% | -1.8% | +6.1% | +4.5% |
| 3M | -11.7% | +12.2% | -23.9% | -13.9% |
| 6M | -3.2% | +16.6% | -19.8% | -6.6% |
| YTD | +5.8% | +31.8% | -26.0% | -0.7% |
| 1Y | +16.0% | +30.8% | -14.8% | +9.0% |
| 3Y | +199.8% | +49.6% | +150.1% | +170.0% |
| 5Y | +155.5% | -70.3% | +225.9% | +195.9% |
| All | +438.8% | +142.9% | +296.0% | +351.8% |
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