+739.4%
GLD vs PHM
+454.9%
+284.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | +6.2% | -1.5% | +4.6% |
| 30D | -0.9% | +17.9% | -18.8% | -1.2% |
| 3M | -4.4% | +2.5% | -6.9% | -4.5% |
| 6M | -13.6% | +10.8% | -24.4% | -13.8% |
| YTD | -6.0% | +13.7% | -19.7% | -6.3% |
| 1Y | +1.8% | +12.4% | -10.6% | +1.5% |
| 3Y | +103.2% | +65.6% | +37.5% | +101.3% |
| 5Y | +119.3% | +175.3% | -56.0% | +115.5% |
| 10Y | +199.5% | +713.9% | -514.4% | +192.6% |
| All | +739.4% | +454.9% | +284.5% | +731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling