+217.1%
GLD vs PH
+808.0%
-590.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | -3.1% | +2.5% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.4% |
| 3M | -1.1% | +10.6% | -11.7% | -1.2% |
| 6M | -13.8% | -2.1% | -11.6% | -13.8% |
| YTD | +2.6% | +10.2% | -7.5% | +2.5% |
| 1Y | +24.5% | +28.2% | -3.7% | +24.3% |
| 3Y | +125.8% | +134.9% | -9.0% | +124.6% |
| 5Y | +137.8% | +253.6% | -115.8% | +135.8% |
| All | +217.1% | +808.0% | -590.8% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling