+14.7%
GTLB vs MTCH
+13.9%
+0.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.9% |
| 7D | +11.1% | +0.7% | +10.4% | +10.5% |
| 30D | +37.8% | +9.7% | +28.1% | +29.5% |
| 3M | +61.6% | +21.1% | +40.5% | +41.2% |
| 6M | +98.9% | +37.5% | +61.4% | +59.0% |
| YTD | +32.8% | +31.9% | +0.9% | +9.4% |
| 1Y | +14.7% | +14.6% | +0.1% | +5.2% |
| All | +14.7% | +13.9% | +0.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling