-8.1%
GLD vs PHM
+5.7%
-13.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | -5.5% | -6.1% | +0.6% | -4.5% |
| 30D | -7.0% | +13.7% | -20.7% | -8.7% |
| 3M | -12.4% | -1.5% | -10.8% | -12.1% |
| 6M | -18.0% | +11.3% | -29.3% | -19.7% |
| YTD | -10.5% | +8.9% | -19.4% | -11.5% |
| 1Y | -8.1% | +6.1% | -14.2% | -9.1% |
| All | -8.1% | +5.7% | -13.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling