+857.0%
GSK vs MTCH
+14,456.1%
-13,599.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.6% | -2.4% | -1.2% | -3.4% |
| 30D | -5.9% | +12.8% | -18.7% | -6.9% |
| 3M | -4.3% | +20.0% | -24.2% | -5.9% |
| 6M | -10.8% | +34.7% | -45.5% | -13.3% |
| YTD | +1.8% | +30.6% | -28.8% | -0.9% |
| 1Y | +23.5% | +10.9% | +12.5% | +21.8% |
| 3Y | +49.5% | -2.0% | +51.6% | +47.1% |
| 5Y | +49.7% | -72.6% | +122.3% | +61.7% |
| 10Y | +81.9% | +197.9% | -115.9% | +50.4% |
| All | +857.0% | +14,456.1% | -13,599.0% | +465.1% |
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