+1,463.7%
GIS vs PHM
+11,050.0%
-9,586.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.2% |
| 7D | -8.3% | -2.5% | -5.8% | -8.1% |
| 30D | +2.2% | -9.7% | +11.8% | +3.2% |
| 3M | +15.7% | +2.2% | +13.5% | +15.4% |
| 6M | -12.0% | -5.7% | -6.3% | -11.6% |
| YTD | -15.0% | +2.8% | -17.8% | -15.4% |
| 1Y | -20.1% | -14.4% | -5.7% | -19.2% |
| 3Y | -34.6% | +52.2% | -86.8% | -37.9% |
| 5Y | -22.8% | +154.3% | -177.1% | -31.0% |
| 10Y | -18.5% | +545.9% | -564.4% | -35.2% |
| All | +1,463.7% | +11,050.0% | -9,586.4% | +542.6% |
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