+177.4%
GD vs PHM
+746.3%
-569.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.7% |
| 7D | -3.0% | +3.5% | -6.5% | -3.9% |
| 30D | +9.3% | +21.2% | -11.9% | +4.3% |
| 3M | -7.2% | +2.5% | -9.7% | -8.1% |
| 6M | +5.5% | +16.1% | -10.6% | +1.0% |
| YTD | +9.5% | +16.6% | -7.1% | +4.2% |
| 1Y | +6.4% | +14.4% | -8.0% | +1.6% |
| 3Y | +59.8% | +71.9% | -12.0% | +33.3% |
| 5Y | +98.0% | +174.3% | -76.4% | +39.8% |
| 10Y | +177.4% | +744.0% | -566.6% | +50.1% |
| All | +177.4% | +746.3% | -569.0% | +50.1% |
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