-57.4%
GNRC vs PHM
+156.2%
-213.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.9% |
| 7D | -0.2% | -5.0% | +4.8% | +3.1% |
| 30D | -15.7% | -8.4% | -7.3% | -11.0% |
| 3M | -27.3% | -4.4% | -22.9% | -26.1% |
| 6M | -12.1% | -3.7% | -8.3% | -11.5% |
| YTD | +37.1% | +1.3% | +35.8% | +32.3% |
| 1Y | -0.5% | -14.0% | +13.6% | +6.9% |
| 3Y | +61.5% | +48.1% | +13.4% | +5.1% |
| All | -57.4% | +156.2% | -213.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling