+643.2%
GEV vs PHM
+4.4%
+638.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.6% |
| 7D | +8.1% | -2.5% | +10.6% | +8.5% |
| 30D | -1.9% | -9.7% | +7.7% | -0.5% |
| 3M | +4.1% | +2.2% | +1.8% | +3.0% |
| 6M | +23.2% | -5.7% | +28.9% | +23.3% |
| YTD | +48.9% | +2.8% | +46.1% | +46.6% |
| 1Y | +62.2% | -14.4% | +76.6% | +64.3% |
| All | +643.2% | +4.4% | +638.8% | +591.5% |
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 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