-17.9%
GFS vs PHM
+59.1%
-77.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +17.2% | -6.1% | +23.3% | +19.4% |
| 30D | -8.7% | +13.7% | -22.5% | -13.2% |
| 3M | -19.7% | -1.5% | -18.1% | -19.8% |
| 6M | -40.7% | +11.3% | -52.0% | -44.0% |
| YTD | +22.5% | +8.9% | +13.6% | +15.6% |
| 1Y | +25.2% | +6.1% | +19.1% | +19.2% |
| All | -17.9% | +59.1% | -77.0% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling