+174.0%
GD vs PHM
+709.0%
-534.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.4% |
| 7D | -1.9% | +2.9% | -4.8% | -2.7% |
| 30D | +10.9% | +16.5% | -5.6% | +6.8% |
| 3M | -6.8% | +0.6% | -7.4% | -7.3% |
| 6M | +7.0% | +11.6% | -4.6% | +3.4% |
| YTD | +11.1% | +12.1% | -1.0% | +6.7% |
| 1Y | +7.0% | +9.6% | -2.6% | +3.2% |
| 3Y | +59.9% | +62.3% | -2.3% | +35.2% |
| 5Y | +102.5% | +170.4% | -67.9% | +43.2% |
| 10Y | +174.0% | +683.0% | -509.0% | +53.4% |
| All | +174.0% | +709.0% | -534.9% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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