+6.1%
GD vs PHM
+7.9%
-1.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +0.6% | -4.8% | +5.4% | +1.2% |
| 30D | +9.5% | +16.5% | -7.1% | +7.2% |
| 3M | -5.8% | -2.0% | -3.9% | -5.9% |
| 6M | +7.7% | +12.7% | -4.9% | +5.0% |
| YTD | +11.1% | +11.2% | -0.1% | +7.0% |
| 1Y | +6.1% | +7.7% | -1.7% | +2.8% |
| All | +6.1% | +7.9% | -1.8% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling