+123.2%
GLW vs PHM
-6.9%
+130.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -3.2% | +7.0% | +4.4% |
| 30D | -1.3% | -6.4% | +5.1% | 0.0% |
| 3M | -21.8% | +5.5% | -27.3% | -23.0% |
| 6M | +6.9% | -5.4% | +12.3% | +5.2% |
| YTD | +77.2% | +6.6% | +70.6% | +72.7% |
| 1Y | +123.2% | -8.8% | +132.1% | +121.3% |
| All | +123.2% | -6.9% | +130.2% | +121.3% |
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