+1,372.3%
MOH vs GPC
+758.1%
+614.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | -1.1% | +39.2% | -40.2% | -16.3% |
| 6M | +35.9% | +18.2% | +17.6% | +23.2% |
| YTD | +13.1% | +12.1% | +1.0% | +3.4% |
| 1Y | +11.8% | -0.7% | +12.5% | +8.5% |
| 3Y | -38.7% | -1.7% | -37.1% | -43.1% |
| 5Y | -25.1% | +29.3% | -54.4% | -41.6% |
| 10Y | +243.8% | +80.7% | +163.2% | +106.5% |
| All | +1,372.3% | +758.1% | +614.2% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling