+96.9%
GLD vs PHM
+59.3%
+37.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.6% | -4.1% | -0.4% | -4.2% |
| 30D | -5.5% | +16.1% | -21.6% | -6.6% |
| 3M | -10.9% | -2.5% | -8.4% | -10.8% |
| 6M | -17.4% | +12.9% | -30.3% | -18.3% |
| YTD | -10.3% | +9.0% | -19.3% | -11.0% |
| 1Y | -7.2% | +8.2% | -15.3% | -7.9% |
| 3Y | +96.9% | +58.4% | +38.5% | +86.0% |
| All | +96.9% | +59.3% | +37.7% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling