+56.3%
GD vs PHM
+66.0%
-9.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.4% |
| 7D | -5.0% | +6.2% | -11.2% | -5.8% |
| 30D | +8.9% | +17.9% | -9.0% | +6.5% |
| 3M | -8.0% | +2.5% | -10.5% | -8.5% |
| 6M | +2.9% | +10.8% | -7.9% | +1.0% |
| YTD | +7.1% | +13.7% | -6.6% | +4.5% |
| 1Y | +5.9% | +12.4% | -6.4% | +3.5% |
| All | +56.3% | +66.0% | -9.7% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling