-54.8%
GTLB vs MOH
-27.9%
-26.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.9% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | +15.1% | -0.9% | +16.0% | +15.2% |
| 3M | +65.5% | +5.7% | +59.7% | +64.6% |
| 6M | +102.9% | +39.1% | +63.8% | +95.0% |
| YTD | +25.2% | +17.7% | +7.5% | +21.7% |
| 1Y | -5.5% | +8.4% | -13.9% | -7.4% |
| 3Y | -10.9% | -36.6% | +25.7% | -10.6% |
| All | -54.8% | -27.9% | -26.9% | -54.8% |
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 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