+233.4%
GLW vs PHM
+166.0%
+67.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.4% |
| 7D | -11.1% | +2.9% | -14.0% | -11.8% |
| 30D | -28.4% | +16.5% | -44.9% | -31.4% |
| 3M | -28.8% | +0.6% | -29.4% | -29.3% |
| 6M | -39.8% | +11.6% | -51.4% | -42.1% |
| YTD | +28.7% | +12.1% | +16.6% | +23.1% |
| 1Y | +27.7% | +9.6% | +18.1% | +22.7% |
| 3Y | +331.3% | +62.3% | +269.1% | +250.9% |
| 5Y | +233.4% | +170.4% | +63.0% | +106.6% |
| All | +233.4% | +166.0% | +67.4% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling