-17.4%
GIS vs PHM
+16.2%
-33.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.2% | -2.0% | +2.9% |
| 7D | +8.5% | +13.6% | -5.1% | +4.2% |
| 30D | +15.3% | +19.3% | -4.0% | +9.2% |
| 3M | +0.9% | +3.5% | -2.5% | -1.2% |
| 6M | +7.9% | +18.6% | -10.7% | +2.1% |
| YTD | -17.6% | +16.7% | -34.3% | -21.4% |
| 1Y | -17.4% | +14.6% | -32.0% | -21.3% |
| All | -17.4% | +16.2% | -33.6% | -21.3% |
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 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