+57.7%
GEV vs PHM
-6.9%
+64.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -3.2% | +6.5% | +3.7% |
| 30D | -7.5% | -6.4% | -1.0% | -6.8% |
| 3M | -2.2% | +5.5% | -7.7% | -3.8% |
| 6M | +12.1% | -5.4% | +17.5% | +10.1% |
| YTD | +44.4% | +6.6% | +37.8% | +41.1% |
| 1Y | +57.7% | -8.8% | +66.5% | +46.5% |
| All | +57.7% | -6.9% | +64.6% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling