+261.9%
MOH vs GPC
+86.4%
+175.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +5.7% | +31.7% | -26.0% | -4.9% |
| 6M | +39.1% | +24.7% | +14.4% | +26.9% |
| YTD | +17.7% | +11.8% | +5.9% | +10.2% |
| 1Y | +8.4% | -3.0% | +11.3% | +7.2% |
| 3Y | -36.6% | -1.1% | -35.5% | -39.8% |
| 5Y | -19.1% | +30.5% | -49.6% | -33.7% |
| All | +261.9% | +86.4% | +175.5% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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