+435.3%
GNRC vs MOH
+264.4%
+171.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | -15.7% | -0.9% | -14.8% | -15.7% |
| 3M | -27.3% | +5.7% | -33.0% | -28.5% |
| 6M | -12.1% | +39.1% | -51.2% | -18.3% |
| YTD | +37.1% | +17.7% | +19.4% | +29.5% |
| 1Y | -0.5% | +8.4% | -8.8% | -5.2% |
| 3Y | +61.5% | -36.6% | +98.1% | +64.9% |
| 5Y | -58.6% | -19.1% | -39.5% | -60.4% |
| All | +435.3% | +264.4% | +171.0% | +311.7% |
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