+656.2%
GS vs MTCH
+186.8%
+469.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +3.4% | -1.8% | +5.2% | +3.7% |
| 30D | +0.2% | +10.4% | -10.2% | -1.8% |
| 3M | -0.3% | +21.0% | -21.3% | -4.4% |
| 6M | +27.4% | +36.6% | -9.3% | +19.2% |
| YTD | +19.6% | +29.7% | -10.0% | +12.9% |
| 1Y | +42.5% | +8.6% | +33.9% | +39.0% |
| 3Y | +240.4% | -2.7% | +243.1% | +231.3% |
| 5Y | +188.9% | -72.9% | +261.8% | +239.4% |
| All | +656.2% | +186.8% | +469.4% | +497.7% |
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