+238.7%
GM vs PH
+1,470.4%
-1,231.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -1.8% | -10.8% | +9.0% | +5.6% |
| 3M | +2.6% | +8.5% | -5.8% | -3.7% |
| 6M | +14.6% | +3.9% | +10.6% | +10.2% |
| YTD | +6.2% | +9.4% | -3.2% | -1.7% |
| 1Y | +48.7% | +26.8% | +21.9% | +24.2% |
| 3Y | +168.3% | +140.8% | +27.5% | +38.4% |
| 5Y | +82.8% | +253.8% | -171.0% | -27.8% |
| 10Y | +226.2% | +792.3% | -566.1% | -31.8% |
| All | +238.7% | +1,470.4% | -1,231.7% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling