+2,064.0%
GS vs PHM
+2,617.2%
-553.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | -1.6% | -6.4% | +4.9% | +0.7% |
| 3M | -4.5% | +5.5% | -10.0% | -7.0% |
| 6M | +20.9% | -5.4% | +26.3% | +22.3% |
| YTD | +19.9% | +6.6% | +13.3% | +15.7% |
| 1Y | +41.4% | -8.8% | +50.3% | +43.6% |
| 3Y | +239.2% | +54.1% | +185.0% | +176.1% |
| 5Y | +185.0% | +144.5% | +40.6% | +88.9% |
| 10Y | +655.0% | +569.4% | +85.5% | +216.0% |
| All | +2,064.0% | +2,617.2% | -553.1% | +286.7% |
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 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