+97.2%
GD vs PHM
+145.9%
-48.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.3% | -3.2% | -2.1% | -4.8% |
| 30D | -6.4% | -6.4% | 0.0% | -5.5% |
| 3M | +5.7% | +5.5% | +0.2% | +4.5% |
| 6M | -0.9% | -5.4% | +4.5% | -0.6% |
| YTD | +8.2% | +6.6% | +1.6% | +6.4% |
| 1Y | +13.4% | -8.8% | +22.3% | +14.1% |
| 3Y | +68.5% | +54.1% | +14.4% | +52.9% |
| All | +97.2% | +145.9% | -48.7% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling