+208.4%
GLD vs PHM
+709.0%
-500.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.6% |
| 30D | -4.0% | +16.5% | -20.4% | -4.9% |
| 3M | -8.2% | +0.6% | -8.9% | -8.3% |
| 6M | -14.8% | +11.6% | -26.4% | -15.5% |
| YTD | -6.8% | +12.1% | -18.9% | -7.6% |
| 1Y | -2.4% | +9.6% | -12.0% | -3.2% |
| 3Y | +105.8% | +62.3% | +43.5% | +98.5% |
| 5Y | +113.3% | +170.4% | -57.1% | +98.2% |
| 10Y | +208.4% | +683.0% | -474.6% | +165.8% |
| All | +208.4% | +709.0% | -500.5% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling