+8.4%
MOH vs GPC
-0.9%
+9.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | -0.9% | +0.5% | -1.4% | -0.9% |
| 3M | +5.7% | +31.7% | -26.0% | +5.3% |
| 6M | +39.1% | +24.7% | +14.4% | +38.6% |
| YTD | +17.7% | +11.8% | +5.9% | +7.5% |
| 1Y | +8.4% | -3.0% | +11.3% | +6.3% |
| All | +8.4% | -0.9% | +9.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling