+216.8%
GLDM vs MOH
+104.2%
+112.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.6% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | -3.9% | +4.8% | -8.7% | -3.9% |
| 3M | -8.1% | +3.8% | -11.9% | -8.1% |
| 6M | -14.7% | +11.0% | -25.7% | -14.7% |
| YTD | -6.6% | +18.9% | -25.5% | -6.6% |
| 1Y | -2.1% | +46.5% | -48.5% | -2.0% |
| 3Y | +107.7% | -42.4% | +150.1% | +108.0% |
| 5Y | +116.5% | -31.8% | +148.3% | +116.1% |
| All | +216.8% | +104.2% | +112.6% | +218.4% |
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