+89.7%
GWW vs MTCH
-0.9%
+90.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 3M | -2.4% | +23.3% | -25.7% | -5.1% |
| 6M | +15.7% | +40.1% | -24.4% | +10.1% |
| YTD | +27.6% | +33.6% | -6.0% | +22.0% |
| 1Y | +27.2% | +14.1% | +13.1% | +24.3% |
| 3Y | +89.7% | +1.4% | +88.2% | +85.3% |
| All | +89.7% | -0.9% | +90.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling