+170.6%
GD vs PHM
+677.6%
-507.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.8% |
| 30D | +9.5% | +16.5% | -7.1% | +5.3% |
| 3M | -5.8% | -2.0% | -3.9% | -5.8% |
| 6M | +7.7% | +12.7% | -4.9% | +3.8% |
| YTD | +11.1% | +11.2% | -0.1% | +6.8% |
| 1Y | +6.1% | +7.7% | -1.7% | +2.7% |
| 3Y | +59.8% | +60.9% | -1.1% | +35.4% |
| 5Y | +104.6% | +167.7% | -63.1% | +45.1% |
| 10Y | +170.6% | +692.1% | -521.5% | +51.2% |
| All | +170.6% | +677.6% | -507.1% | +51.2% |
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