+561.8%
GWW vs MTCH
+208.0%
+353.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -3.4% | +1.3% | -4.6% | -3.5% |
| 30D | -1.9% | +15.9% | -17.8% | -3.8% |
| 3M | -2.4% | +23.3% | -25.7% | -5.2% |
| 6M | +15.7% | +40.1% | -24.4% | +10.3% |
| YTD | +27.6% | +33.6% | -6.0% | +22.2% |
| 1Y | +27.2% | +14.1% | +13.1% | +24.2% |
| 3Y | +89.7% | +1.4% | +88.2% | +84.8% |
| 5Y | +223.9% | -73.1% | +297.1% | +259.2% |
| All | +561.8% | +208.0% | +353.7% | +488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling