+867.9%
GLW vs PHM
+545.0%
+323.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +16.9% | -3.9% | +20.7% | +18.2% |
| 30D | +7.0% | -8.6% | +15.5% | +9.8% |
| 3M | -3.0% | -2.9% | 0.0% | -2.6% |
| 6M | +31.0% | -5.7% | +36.7% | +32.4% |
| YTD | +93.4% | +1.9% | +91.6% | +89.6% |
| 1Y | +134.7% | -12.3% | +147.1% | +140.7% |
| 3Y | +471.8% | +50.8% | +421.0% | +366.2% |
| 5Y | +394.5% | +157.3% | +237.2% | +218.3% |
| 10Y | +867.9% | +566.5% | +301.4% | +302.8% |
| All | +867.9% | +545.0% | +323.0% | +302.8% |
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