-52.0%
GTLB vs PHM
+170.9%
-222.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +11.1% | -3.2% | +14.2% | +13.1% |
| 30D | +37.8% | -6.4% | +44.2% | +43.0% |
| 3M | +61.6% | +5.5% | +56.1% | +54.9% |
| 6M | +98.9% | -5.4% | +104.4% | +100.7% |
| YTD | +32.8% | +6.6% | +26.2% | +21.3% |
| 1Y | +14.7% | -8.8% | +23.5% | +15.2% |
| 3Y | +1.3% | +54.1% | -52.8% | -41.4% |
| All | -52.0% | +170.9% | -222.9% | -84.9% |
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