+1,788.2%
GS vs MTCH
+711.0%
+1,077.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +0.8% | -6.6% | +7.4% | +2.7% |
| 30D | +1.2% | -4.4% | +5.6% | +2.2% |
| 3M | -12.4% | +6.0% | -18.4% | -14.2% |
| 6M | -2.3% | +7.4% | -9.8% | -5.2% |
| YTD | +4.6% | +24.5% | -19.9% | -3.0% |
| 1Y | +17.5% | +22.3% | -4.8% | +9.5% |
| 3Y | +202.0% | +42.4% | +159.6% | +162.1% |
| 5Y | +152.4% | -73.6% | +225.9% | +230.1% |
| 10Y | +478.5% | +148.4% | +330.1% | +215.8% |
| All | +1,788.2% | +711.0% | +1,077.2% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling