+199.8%
GS vs PHM
+59.3%
+140.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | -4.1% | +10.0% | +7.1% |
| 30D | +4.3% | +16.1% | -11.8% | -0.2% |
| 3M | -11.7% | -2.5% | -9.2% | -11.3% |
| 6M | -3.2% | +12.9% | -16.1% | -7.4% |
| YTD | +5.8% | +9.0% | -3.2% | +1.7% |
| 1Y | +16.0% | +8.2% | +7.9% | +11.6% |
| 3Y | +199.8% | +58.4% | +141.3% | +122.9% |
| All | +199.8% | +59.3% | +140.5% | +122.9% |
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