+75.8%
GM vs PH
+251.9%
-176.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.7% |
| 7D | -2.4% | -1.3% | -1.2% | -1.7% |
| 30D | -1.1% | -11.0% | +9.9% | +6.2% |
| 3M | +6.1% | +5.5% | +0.6% | +1.4% |
| 6M | +15.0% | +1.5% | +13.5% | +12.3% |
| YTD | +6.0% | +8.8% | -2.8% | -1.6% |
| 1Y | +47.1% | +24.5% | +22.6% | +24.3% |
| 3Y | +170.5% | +141.2% | +29.3% | +32.6% |
| All | +75.8% | +251.9% | -176.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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