+15.5%
GLXY vs PHM
+22.3%
-6.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +13.4% | -3.2% | +16.6% | +14.1% |
| 30D | +38.1% | -6.4% | +44.5% | +39.6% |
| 3M | -7.3% | +5.5% | -12.8% | -9.6% |
| 6M | +8.2% | -5.4% | +13.6% | +6.7% |
| YTD | +17.8% | +6.6% | +11.2% | +12.8% |
| 1Y | +14.9% | -8.8% | +23.8% | +12.9% |
| All | +15.5% | +22.3% | -6.9% | +2.4% |
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 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