-43.7%
GPN vs MOH
-19.7%
-24.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | 0.0% | -0.9% | +0.9% | +0.1% |
| 3M | +35.8% | +5.7% | +30.1% | +34.8% |
| 6M | +22.0% | +39.1% | -17.1% | +16.7% |
| YTD | +15.2% | +17.7% | -2.5% | +11.5% |
| 1Y | +3.5% | +8.4% | -4.9% | +0.7% |
| 3Y | -26.9% | -36.6% | +9.6% | -25.0% |
| All | -43.7% | -19.7% | -24.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling