+216.8%
GLDM vs PHM
+396.6%
-179.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -2.4% |
| 7D | +2.9% | +2.9% | -0.1% | +2.7% |
| 30D | -3.9% | +16.5% | -20.4% | -4.8% |
| 3M | -8.1% | +0.6% | -8.8% | -8.2% |
| 6M | -14.7% | +11.6% | -26.3% | -15.4% |
| YTD | -6.6% | +12.1% | -18.7% | -7.4% |
| 1Y | -2.1% | +9.6% | -11.7% | -2.8% |
| 3Y | +107.7% | +62.3% | +45.4% | +100.3% |
| 5Y | +116.5% | +170.4% | -53.9% | +101.1% |
| All | +216.8% | +396.6% | -179.8% | +184.1% |
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