-20.6%
MOH vs GPC
+29.3%
-50.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +3.0% | +0.1% | +2.9% | +2.9% |
| 3M | +1.2% | +37.4% | -36.2% | -6.1% |
| 6M | +41.7% | +25.4% | +16.3% | +33.8% |
| YTD | +15.4% | +12.2% | +3.2% | +10.5% |
| 1Y | +11.8% | -0.3% | +12.1% | +10.7% |
| 3Y | -37.5% | -1.6% | -35.9% | -39.0% |
| 5Y | -20.6% | +31.0% | -51.6% | -34.3% |
| All | -20.6% | +29.3% | -50.0% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling