+435.3%
GNRC vs PHM
+568.1%
-132.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | -0.2% | -5.0% | +4.8% | +2.4% |
| 30D | -15.7% | -8.4% | -7.3% | -12.0% |
| 3M | -27.3% | -4.4% | -22.9% | -26.2% |
| 6M | -12.1% | -3.7% | -8.3% | -11.4% |
| YTD | +37.1% | +1.3% | +35.8% | +34.0% |
| 1Y | -0.5% | -14.0% | +13.6% | +5.6% |
| 3Y | +61.5% | +48.1% | +13.4% | +24.3% |
| 5Y | -58.6% | +158.8% | -217.3% | -76.1% |
| All | +435.3% | +568.1% | -132.8% | +108.8% |
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