-54.5%
GTLB vs MOH
-29.3%
-25.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +12.3% | +3.0% | +9.4% | +11.9% |
| 3M | +65.9% | +1.2% | +64.7% | +65.8% |
| 6M | +104.0% | +41.7% | +62.2% | +95.5% |
| YTD | +26.0% | +15.4% | +10.6% | +22.8% |
| 1Y | -3.5% | +11.8% | -15.3% | -6.2% |
| 3Y | -9.6% | -37.5% | +27.9% | -9.5% |
| All | -54.5% | -29.3% | -25.2% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling