+48.2%
GSK vs MTCH
-73.3%
+121.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -3.5% | +1.3% | -4.8% | -3.6% |
| 30D | -3.4% | +15.9% | -19.3% | -4.2% |
| 3M | -8.1% | +23.3% | -31.4% | -9.2% |
| 6M | -11.1% | +40.1% | -51.3% | -12.8% |
| YTD | +0.7% | +33.6% | -32.8% | -1.0% |
| 1Y | +20.1% | +14.1% | +6.1% | +18.9% |
| 3Y | +46.1% | +1.4% | +44.7% | +44.3% |
| All | +48.2% | -73.3% | +121.5% | +52.5% |
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