+3,524.4%
GLW vs PHM
+11,952.1%
-8,427.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.3% | +7.7% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | -18.2% | +16.5% | -34.7% | -22.0% |
| 3M | -24.2% | -2.0% | -22.2% | -24.4% |
| 6M | -41.7% | +12.7% | -54.4% | -44.2% |
| YTD | +38.3% | +11.2% | +27.2% | +32.2% |
| 1Y | +38.2% | +7.7% | +30.4% | +33.1% |
| 3Y | +363.4% | +60.9% | +302.5% | +288.5% |
| 5Y | +254.6% | +167.7% | +86.9% | +151.6% |
| 10Y | +562.0% | +692.1% | -130.1% | +232.6% |
| All | +3,524.4% | +11,952.1% | -8,427.7% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling