-37.6%
GIS vs PHM
+49.3%
-86.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -6.4% | -5.0% | -1.4% | -5.6% |
| 30D | -6.1% | -8.4% | +2.3% | -4.8% |
| 3M | +7.8% | -4.4% | +12.3% | +8.5% |
| 6M | -8.8% | -3.7% | -5.0% | -8.5% |
| YTD | -19.1% | +1.3% | -20.4% | -19.3% |
| 1Y | -24.8% | -14.0% | -10.7% | -23.6% |
| 3Y | -37.6% | +48.1% | -85.7% | -39.8% |
| All | -37.6% | +49.3% | -86.9% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling