+104.7%
GD vs PHM
+168.7%
-63.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.1% |
| 7D | -1.9% | +2.9% | -4.8% | -2.4% |
| 30D | +10.9% | +16.5% | -5.6% | +8.2% |
| 3M | -6.8% | +0.6% | -7.4% | -7.1% |
| 6M | +7.0% | +11.6% | -4.6% | +4.7% |
| YTD | +11.1% | +12.1% | -1.0% | +8.2% |
| 1Y | +7.0% | +9.6% | -2.6% | +4.6% |
| 3Y | +59.9% | +62.3% | -2.3% | +43.7% |
| All | +104.7% | +168.7% | -63.9% | +58.0% |
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