+188.9%
GS vs MTCH
-73.0%
+261.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +3.4% | -1.8% | +5.2% | +3.8% |
| 30D | +0.2% | +10.4% | -10.2% | -2.1% |
| 3M | -0.3% | +21.0% | -21.3% | -5.0% |
| 6M | +27.4% | +36.6% | -9.3% | +17.9% |
| YTD | +19.6% | +29.7% | -10.0% | +11.9% |
| 1Y | +42.5% | +8.6% | +33.9% | +38.4% |
| 3Y | +240.4% | -2.7% | +243.1% | +229.0% |
| 5Y | +188.9% | -72.9% | +261.8% | +238.0% |
| All | +188.9% | -73.0% | +261.9% | +238.0% |
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