+1,710.5%
GS vs PHM
+2,857.3%
-1,146.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -6.3% | +8.7% | -15.0% | -9.2% |
| 30D | -3.1% | +16.4% | -19.6% | -8.6% |
| 3M | -17.7% | +1.8% | -19.5% | -18.6% |
| 6M | -4.6% | +15.1% | -19.6% | -10.3% |
| YTD | +0.3% | +16.0% | -15.7% | -6.5% |
| 1Y | +11.7% | +14.1% | -2.4% | +4.6% |
| 3Y | +183.6% | +65.9% | +117.7% | +124.5% |
| 5Y | +141.0% | +180.9% | -39.9% | +51.6% |
| 10Y | +507.4% | +730.3% | -222.8% | +134.4% |
| All | +1,710.5% | +2,857.3% | -1,146.7% | +212.5% |
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 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