+2,520.1%
GPN vs PHM
+1,434.9%
+1,085.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.4% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | +3.8% | -9.7% | +13.5% | +6.6% |
| 3M | +39.2% | +2.2% | +36.9% | +38.2% |
| 6M | +17.9% | -5.7% | +23.6% | +19.4% |
| YTD | +16.4% | +2.8% | +13.5% | +14.8% |
| 1Y | +3.6% | -14.4% | +18.1% | +7.3% |
| 3Y | -26.7% | +52.2% | -78.9% | -35.5% |
| 5Y | -44.8% | +154.3% | -199.0% | -58.0% |
| 10Y | +24.1% | +545.9% | -521.7% | -26.7% |
| All | +2,520.1% | +1,434.9% | +1,085.3% | +800.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling