-30.1%
GFS vs PHM
+158.6%
-188.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +7.4% | -4.1% | +11.5% | +9.3% |
| 30D | -15.3% | +16.1% | -31.4% | -21.7% |
| 3M | -21.1% | -2.5% | -18.6% | -21.2% |
| 6M | -44.5% | +12.9% | -57.4% | -48.9% |
| YTD | +19.2% | +9.0% | +10.2% | +10.4% |
| 1Y | +27.2% | +8.2% | +19.1% | +18.0% |
| 3Y | -20.1% | +58.4% | -78.6% | -43.7% |
| All | -30.1% | +158.6% | -188.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling