+75.1%
GD vs MOH
-36.4%
+111.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -6.4% | +2.9% | -9.3% | -6.6% |
| 3M | +5.7% | +4.1% | +1.6% | +5.2% |
| 6M | -0.9% | +33.8% | -34.8% | -3.1% |
| YTD | +8.2% | +15.7% | -7.5% | +6.2% |
| 1Y | +13.4% | +17.5% | -4.1% | +10.9% |
| All | +75.1% | -36.4% | +111.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling