+170.5%
GM vs PHM
+49.3%
+121.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -2.4% | -5.0% | +2.5% | -0.7% |
| 30D | -1.1% | -8.4% | +7.3% | +1.8% |
| 3M | +6.1% | -4.4% | +10.5% | +7.4% |
| 6M | +15.0% | -3.7% | +18.7% | +15.8% |
| YTD | +6.0% | +1.3% | +4.7% | +4.7% |
| 1Y | +47.1% | -14.0% | +61.1% | +52.7% |
| 3Y | +170.5% | +48.1% | +122.4% | +115.0% |
| All | +170.5% | +49.3% | +121.2% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling