+139.3%
GS vs PHM
+175.2%
-35.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.2% | +6.2% | -9.4% | -5.0% |
| 30D | -2.4% | +17.9% | -20.4% | -7.4% |
| 3M | -15.7% | +2.5% | -18.2% | -16.7% |
| 6M | -6.8% | +10.8% | -17.6% | -10.5% |
| YTD | -0.1% | +13.7% | -13.8% | -5.3% |
| 1Y | +12.1% | +12.4% | -0.3% | +6.4% |
| 3Y | +185.8% | +65.6% | +120.1% | +130.3% |
| All | +139.3% | +175.2% | -35.9% | +50.9% |
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 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