-2.4%
GFS vs PHM
+165.3%
-167.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | -3.2% | +4.2% | +2.5% |
| 30D | -8.6% | -6.4% | -2.2% | -5.8% |
| 3M | -46.5% | +5.5% | -52.0% | -48.6% |
| 6M | -4.8% | -5.4% | +0.6% | -3.6% |
| YTD | +29.7% | +6.6% | +23.1% | +22.7% |
| 1Y | +35.8% | -8.8% | +44.7% | +38.6% |
| 3Y | -18.3% | +54.1% | -72.5% | -41.2% |
| All | -2.4% | +165.3% | -167.7% | -51.0% |
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 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