+155.4%
GS vs PHM
+168.7%
-13.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.6% |
| 7D | +1.6% | +2.9% | -1.4% | +0.7% |
| 30D | +1.7% | +16.5% | -14.8% | -3.2% |
| 3M | -11.6% | +0.6% | -12.2% | -12.1% |
| 6M | -1.9% | +11.6% | -13.5% | -6.1% |
| YTD | +5.1% | +12.1% | -7.0% | -0.1% |
| 1Y | +16.4% | +9.6% | +6.8% | +11.3% |
| 3Y | +199.0% | +62.3% | +136.7% | +142.2% |
| All | +155.4% | +168.7% | -13.3% | +61.7% |
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