+632.4%
GEV vs PHM
+2.8%
+629.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | +1.6% | -5.0% | +6.6% | +2.4% |
| 30D | -7.9% | -8.4% | +0.5% | -6.7% |
| 3M | +5.6% | -4.4% | +10.0% | +5.8% |
| 6M | +13.1% | -3.7% | +16.8% | +12.9% |
| YTD | +46.7% | +1.3% | +45.5% | +44.8% |
| 1Y | +51.3% | -14.0% | +65.3% | +53.1% |
| All | +632.4% | +2.8% | +629.6% | +583.2% |
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 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