+225.3%
GLDM vs PHM
+416.7%
-191.3%
-28.0%
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 | +5.0% | +3.5% | +1.5% | +4.7% |
| 30D | -1.3% | +21.2% | -22.5% | -2.5% |
| 3M | -4.7% | +2.5% | -7.2% | -4.9% |
| 6M | -12.4% | +16.1% | -28.5% | -13.3% |
| YTD | -4.1% | +16.6% | -20.7% | -5.2% |
| 1Y | +3.3% | +14.4% | -11.1% | +2.2% |
| 3Y | +110.9% | +71.9% | +39.1% | +102.8% |
| 5Y | +124.8% | +174.3% | -49.6% | +108.6% |
| All | +225.3% | +416.7% | -191.3% | +191.1% |
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 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