+61.5%
GNRC vs PHM
+49.3%
+12.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.2% |
| 7D | -0.2% | -5.0% | +4.8% | +2.2% |
| 30D | -15.7% | -8.4% | -7.3% | -12.2% |
| 3M | -27.3% | -4.4% | -22.9% | -26.3% |
| 6M | -12.1% | -3.7% | -8.3% | -11.5% |
| YTD | +37.1% | +1.3% | +35.8% | +33.7% |
| 1Y | -0.5% | -14.0% | +13.6% | +5.0% |
| 3Y | +61.5% | +48.1% | +13.4% | -0.5% |
| All | +61.5% | +49.3% | +12.2% | -0.5% |
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