+215.0%
GLD vs MOH
+264.4%
-49.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | -1.5% | -0.9% | -0.6% | -1.5% |
| 3M | +3.2% | +5.7% | -2.5% | +3.2% |
| 6M | -16.3% | +39.1% | -55.4% | -16.2% |
| YTD | +0.6% | +17.7% | -17.1% | +0.6% |
| 1Y | +19.1% | +8.4% | +10.7% | +19.2% |
| 3Y | +123.5% | -36.6% | +160.1% | +123.5% |
| 5Y | +138.5% | -19.1% | +157.6% | +138.0% |
| All | +215.0% | +264.4% | -49.4% | +218.8% |
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