+165.2%
GD vs MOH
+339.2%
-174.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.7% | +0.2% | +2.4% | +2.6% |
| 30D | +8.6% | +0.1% | +8.5% | +8.4% |
| 3M | -7.1% | +1.8% | -8.9% | -7.6% |
| 6M | +7.5% | +9.1% | -1.7% | +5.3% |
| YTD | +9.9% | +20.7% | -10.8% | +4.7% |
| 1Y | +7.6% | +51.3% | -43.7% | -1.3% |
| 3Y | +56.2% | -42.0% | +98.2% | +62.3% |
| 5Y | +100.6% | -33.1% | +133.7% | +100.3% |
| All | +165.2% | +339.2% | -174.0% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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