-26.9%
GPN vs PHM
+47.0%
-73.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.6% |
| 7D | -3.5% | -6.4% | +2.8% | -1.0% |
| 30D | +3.1% | -12.1% | +15.2% | +8.4% |
| 3M | +42.3% | -1.5% | +43.8% | +42.9% |
| 6M | +20.9% | -6.0% | +26.9% | +23.0% |
| YTD | +15.2% | -0.3% | +15.5% | +13.9% |
| 1Y | +5.4% | -13.3% | +18.8% | +9.9% |
| All | -26.9% | +47.0% | -73.9% | -41.4% |
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