-18.0%
GIS vs PHM
-6.9%
-11.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | -3.2% | -4.7% | -7.1% |
| 30D | +6.6% | -6.4% | +13.0% | +8.1% |
| 3M | +21.0% | +5.5% | +15.5% | +19.2% |
| 6M | -9.1% | -5.4% | -3.6% | -8.3% |
| YTD | -13.6% | +6.6% | -20.2% | -14.8% |
| 1Y | -18.0% | -8.8% | -9.2% | -16.9% |
| All | -18.0% | -6.9% | -11.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling