+188.5%
GD vs MOH
+246.4%
-57.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -3.1% | -4.2% | +1.1% | -2.6% |
| 30D | -10.9% | -2.4% | -8.6% | -10.7% |
| 3M | +2.5% | -4.4% | +6.9% | +2.7% |
| 6M | -1.7% | +32.9% | -34.6% | -6.3% |
| YTD | +6.1% | +11.9% | -5.7% | +2.7% |
| 1Y | +11.7% | +6.9% | +4.8% | +8.1% |
| 3Y | +71.8% | -39.4% | +111.2% | +76.4% |
| 5Y | +92.2% | -25.0% | +117.1% | +88.0% |
| All | +188.5% | +246.4% | -57.8% | +144.6% |
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