-54.5%
GTLB vs PHM
+153.4%
-207.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.3% |
| 7D | -4.1% | -6.4% | +2.3% | -0.3% |
| 30D | +12.3% | -12.1% | +24.4% | +20.9% |
| 3M | +65.9% | -1.5% | +67.5% | +65.7% |
| 6M | +104.0% | -6.0% | +110.0% | +105.7% |
| YTD | +26.0% | -0.3% | +26.3% | +19.7% |
| 1Y | -3.5% | -13.3% | +9.9% | -0.3% |
| 3Y | -9.6% | +47.6% | -57.2% | -46.7% |
| All | -54.5% | +153.4% | -207.9% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling