+5.8%
GLXY vs PHM
+14.4%
-8.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.7% |
| 7D | -8.9% | -6.4% | -2.6% | -7.9% |
| 30D | +19.9% | -12.1% | +32.0% | +22.6% |
| 3M | -20.0% | -1.5% | -18.4% | -21.0% |
| 6M | +10.5% | -6.0% | +16.6% | +9.6% |
| YTD | +7.9% | -0.3% | +8.2% | +4.7% |
| 1Y | -7.5% | -13.3% | +5.9% | -8.0% |
| All | +5.8% | +14.4% | -8.6% | -5.0% |
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