-44.3%
GLXY vs PHM
+7.3%
-51.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -5.1% |
| 7D | +16.9% | -6.1% | +23.1% | +16.2% |
| 30D | -23.0% | +13.7% | -36.7% | -24.1% |
| 3M | -28.0% | -1.5% | -26.5% | -27.5% |
| 6M | -51.6% | +11.3% | -62.9% | -53.3% |
| YTD | -32.1% | +8.9% | -41.0% | -36.1% |
| All | -44.3% | +7.3% | -51.6% | -47.4% |
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