+139.3%
GS vs MTCH
-74.5%
+213.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.2% | -5.7% | +2.5% | -2.0% |
| 30D | -2.4% | -4.5% | +2.1% | -1.6% |
| 3M | -15.7% | +7.1% | -22.9% | -17.4% |
| 6M | -6.8% | +3.8% | -10.5% | -8.3% |
| YTD | -0.1% | +23.6% | -23.7% | -5.9% |
| 1Y | +12.1% | +22.2% | -10.2% | +5.8% |
| 3Y | +185.8% | +43.6% | +142.2% | +154.6% |
| All | +139.3% | -74.5% | +213.9% | +203.6% |
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