+219.4%
GLDM vs PHM
+403.8%
-184.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | +6.2% | -1.6% | +4.3% |
| 30D | -0.9% | +17.9% | -18.8% | -1.9% |
| 3M | -4.3% | +2.5% | -6.8% | -4.5% |
| 6M | -13.4% | +10.8% | -24.2% | -14.1% |
| YTD | -5.8% | +13.7% | -19.5% | -6.7% |
| 1Y | +2.1% | +12.4% | -10.3% | +1.1% |
| 3Y | +105.0% | +65.6% | +39.4% | +97.5% |
| 5Y | +122.5% | +175.3% | -52.9% | +106.4% |
| All | +219.4% | +403.8% | -184.4% | +186.2% |
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