-2.7%
GFS vs PHM
+155.9%
-158.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.4% |
| 7D | +2.6% | -2.5% | +5.1% | +3.8% |
| 30D | -16.4% | -9.7% | -6.7% | -12.5% |
| 3M | -41.6% | +2.2% | -43.8% | -43.0% |
| 6M | -3.7% | -5.7% | +2.0% | -2.4% |
| YTD | +29.3% | +2.8% | +26.5% | +24.4% |
| 1Y | +37.1% | -14.4% | +51.5% | +44.2% |
| 3Y | -22.1% | +52.2% | -74.3% | -43.7% |
| All | -2.7% | +155.9% | -158.6% | -50.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling