+32,991.5%
GILD vs PHM
+4,867.3%
+28,124.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -4.8% | -5.0% | +0.2% | -3.9% |
| 30D | +5.8% | -8.4% | +14.2% | +7.5% |
| 3M | +14.9% | -4.4% | +19.4% | +15.7% |
| 6M | -0.4% | -3.7% | +3.4% | -0.1% |
| YTD | +18.5% | +1.3% | +17.2% | +17.4% |
| 1Y | +25.1% | -14.0% | +39.2% | +27.5% |
| 3Y | +105.9% | +48.1% | +57.8% | +86.3% |
| 5Y | +143.0% | +158.8% | -15.8% | +93.9% |
| 10Y | +162.4% | +562.8% | -400.4% | +63.1% |
| All | +32,991.5% | +4,867.3% | +28,124.2% | +12,153.6% |
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