+800.7%
GLD vs MOH
+592.0%
+208.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +0.7% | -3.3% | +4.1% | +0.7% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | +0.6% | -1.1% | +1.7% | +0.6% |
| 6M | -15.6% | +35.9% | -51.5% | -15.6% |
| YTD | +0.9% | +13.1% | -12.3% | +0.9% |
| 1Y | +19.4% | +11.8% | +7.6% | +19.4% |
| 3Y | +124.5% | -38.7% | +163.2% | +124.5% |
| 5Y | +138.9% | -25.1% | +164.0% | +138.8% |
| 10Y | +213.3% | +243.8% | -30.6% | +213.3% |
| All | +800.7% | +592.0% | +208.7% | +795.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling