+1,704.0%
GS vs PHM
+2,799.1%
-1,095.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -3.2% | +6.2% | -9.4% | -5.4% |
| 30D | -2.4% | +17.9% | -20.4% | -8.3% |
| 3M | -15.7% | +2.5% | -18.2% | -16.9% |
| 6M | -6.8% | +10.8% | -17.6% | -11.2% |
| YTD | -0.1% | +13.7% | -13.8% | -6.2% |
| 1Y | +12.1% | +12.4% | -0.3% | +5.5% |
| 3Y | +185.8% | +65.6% | +120.1% | +126.4% |
| 5Y | +140.1% | +175.3% | -35.3% | +52.1% |
| 10Y | +505.2% | +713.9% | -208.7% | +135.2% |
| All | +1,704.0% | +2,799.1% | -1,095.0% | +213.6% |
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