+200.1%
GDDY vs PHM
+568.1%
-368.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | -3.2% | -5.0% | +1.8% | -1.5% |
| 30D | +6.8% | -8.4% | +15.2% | +9.8% |
| 3M | +30.5% | -4.4% | +34.9% | +32.6% |
| 6M | +13.3% | -3.7% | +17.1% | +14.1% |
| YTD | -21.0% | +1.3% | -22.2% | -22.0% |
| 1Y | -34.0% | -14.0% | -20.0% | -31.5% |
| 3Y | +33.1% | +48.1% | -15.1% | +9.1% |
| 5Y | +30.3% | +158.8% | -128.5% | -16.6% |
| All | +200.1% | +568.1% | -368.0% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling