+20.9%
GNRC vs PHM
+16.2%
+4.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +7.2% | -16.7% | -11.8% |
| 7D | -6.0% | +13.6% | -19.6% | -10.7% |
| 30D | -12.0% | +19.3% | -31.3% | -18.4% |
| 3M | -13.4% | +3.5% | -16.9% | -14.3% |
| 6M | -26.4% | +18.6% | -44.9% | -32.3% |
| YTD | +38.8% | +16.7% | +22.1% | +22.9% |
| 1Y | +20.9% | +14.6% | +6.3% | +8.1% |
| All | +20.9% | +16.2% | +4.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling