+231.1%
GM vs PHM
+568.1%
-337.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.4% | -5.0% | +2.5% | -0.1% |
| 30D | -1.1% | -8.4% | +7.3% | +2.9% |
| 3M | +6.1% | -4.4% | +10.5% | +7.7% |
| 6M | +15.0% | -3.7% | +18.7% | +16.1% |
| YTD | +6.0% | +1.3% | +4.7% | +3.9% |
| 1Y | +47.1% | -14.0% | +61.1% | +55.4% |
| 3Y | +170.5% | +48.1% | +122.4% | +107.0% |
| 5Y | +80.5% | +158.8% | -78.3% | -0.3% |
| All | +231.1% | +568.1% | -337.0% | +8.6% |
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