+19,778.3%
GD vs PHM
+12,477.9%
+7,300.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.9% | +8.7% | -12.6% | -5.3% |
| 30D | +8.1% | +16.4% | -8.3% | +5.2% |
| 3M | -6.8% | +1.8% | -8.6% | -7.3% |
| 6M | +3.0% | +15.1% | -12.1% | +0.1% |
| YTD | +7.8% | +16.0% | -8.2% | +4.2% |
| 1Y | +5.8% | +14.1% | -8.3% | +2.5% |
| 3Y | +55.3% | +65.9% | -10.6% | +38.9% |
| 5Y | +96.7% | +180.9% | -84.2% | +57.6% |
| 10Y | +195.4% | +730.3% | -534.9% | +92.2% |
| All | +19,778.3% | +12,477.9% | +7,300.4% | +7,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling