+478.5%
GS vs PHM
+746.3%
-267.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.8% |
| 7D | +0.8% | +3.5% | -2.7% | -0.3% |
| 30D | +1.2% | +21.2% | -20.0% | -5.3% |
| 3M | -12.4% | +2.5% | -14.9% | -13.5% |
| 6M | -2.3% | +16.1% | -18.4% | -8.0% |
| YTD | +4.6% | +16.6% | -12.0% | -2.2% |
| 1Y | +17.5% | +14.4% | +3.1% | +10.4% |
| 3Y | +202.0% | +71.9% | +130.2% | +138.6% |
| 5Y | +152.4% | +174.3% | -22.0% | +62.5% |
| 10Y | +478.5% | +744.0% | -265.5% | +153.5% |
| All | +478.5% | +746.3% | -267.8% | +153.5% |
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 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