+142.5%
GLD vs PHM
+145.9%
-3.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | +4.4% | -6.4% | +10.8% | +4.8% |
| 3M | -1.1% | +5.5% | -6.6% | -1.5% |
| 6M | -13.8% | -5.4% | -8.3% | -13.7% |
| YTD | +2.6% | +6.6% | -3.9% | +2.1% |
| 1Y | +24.5% | -8.8% | +33.4% | +24.7% |
| 3Y | +125.8% | +54.1% | +71.7% | +119.3% |
| All | +142.5% | +145.9% | -3.4% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling