+212.2%
GLD vs PHM
+746.3%
-534.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.7% |
| 7D | +4.9% | +3.5% | +1.4% | +4.7% |
| 30D | -1.3% | +21.2% | -22.5% | -2.5% |
| 3M | -4.8% | +2.5% | -7.2% | -5.0% |
| 6M | -12.5% | +16.1% | -28.6% | -13.4% |
| YTD | -4.2% | +16.6% | -20.9% | -5.3% |
| 1Y | +3.0% | +14.4% | -11.4% | +1.9% |
| 3Y | +109.1% | +71.9% | +37.2% | +101.1% |
| 5Y | +121.6% | +174.3% | -52.8% | +105.8% |
| 10Y | +212.2% | +744.0% | -531.8% | +172.8% |
| All | +212.2% | +746.3% | -534.1% | +172.8% |
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