-54.8%
GTLB vs PHM
+157.4%
-212.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.6% |
| 7D | -5.7% | -5.0% | -0.7% | -2.9% |
| 30D | +15.1% | -8.4% | +23.6% | +21.0% |
| 3M | +65.5% | -4.4% | +69.9% | +68.4% |
| 6M | +102.9% | -3.7% | +106.6% | +101.7% |
| YTD | +25.2% | +1.3% | +23.9% | +17.8% |
| 1Y | -5.5% | -14.0% | +8.5% | -1.6% |
| 3Y | -10.9% | +48.1% | -59.0% | -47.3% |
| All | -54.8% | +157.4% | -212.2% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling