+12.6%
GTLB vs PHM
+16.2%
-3.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | +0.7% |
| 7D | -9.7% | +13.6% | -23.2% | -8.5% |
| 30D | +1.7% | +19.3% | -17.6% | +3.4% |
| 3M | +43.6% | +3.5% | +40.1% | +43.9% |
| 6M | +113.0% | +18.6% | +94.4% | +120.1% |
| YTD | +39.5% | +16.7% | +22.8% | +42.3% |
| 1Y | +12.6% | +14.6% | -2.0% | +15.1% |
| All | +12.6% | +16.2% | -3.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling