-12.3%
GFS vs PHM
+190.3%
-202.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.8% |
| 7D | -3.1% | +3.5% | -6.6% | -4.9% |
| 30D | -16.0% | +21.2% | -37.2% | -23.8% |
| 3M | -24.7% | +2.5% | -27.2% | -26.3% |
| 6M | -45.1% | +16.1% | -61.2% | -50.0% |
| YTD | +16.5% | +16.6% | -0.2% | +4.8% |
| 1Y | +19.3% | +14.4% | +4.9% | +8.2% |
| 3Y | -20.0% | +71.9% | -91.8% | -45.5% |
| 5Y | -32.0% | +174.3% | -206.4% | -67.0% |
| All | -12.3% | +190.3% | -202.6% | -58.2% |
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