+2.1%
GLDM vs PHM
+11.3%
-9.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +4.7% | +6.2% | -1.6% | +3.7% |
| 30D | -0.9% | +17.9% | -18.8% | -3.3% |
| 3M | -4.3% | +2.5% | -6.8% | -4.8% |
| 6M | -13.4% | +10.8% | -24.2% | -15.2% |
| YTD | -5.8% | +13.7% | -19.5% | -7.5% |
| 1Y | +2.1% | +12.4% | -10.3% | +0.2% |
| All | +2.1% | +11.3% | -9.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling