+93.8%
GD vs PHM
+175.2%
-81.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.4% |
| 7D | -5.0% | +6.2% | -11.2% | -5.9% |
| 30D | +8.9% | +17.9% | -9.0% | +6.1% |
| 3M | -8.0% | +2.5% | -10.5% | -8.6% |
| 6M | +2.9% | +10.8% | -7.9% | +0.8% |
| YTD | +7.1% | +13.7% | -6.6% | +4.1% |
| 1Y | +5.9% | +12.4% | -6.4% | +3.1% |
| 3Y | +53.9% | +65.6% | -11.8% | +37.8% |
| All | +93.8% | +175.2% | -81.4% | +49.6% |
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