+561.8%
GWW vs PHM
+568.1%
-6.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -3.4% | -5.0% | +1.6% | -1.8% |
| 30D | -1.9% | -8.4% | +6.5% | +0.7% |
| 3M | -2.4% | -4.4% | +2.0% | -1.5% |
| 6M | +15.7% | -3.7% | +19.5% | +16.1% |
| YTD | +27.6% | +1.3% | +26.3% | +25.8% |
| 1Y | +27.2% | -14.0% | +41.2% | +31.5% |
| 3Y | +89.7% | +48.1% | +41.6% | +60.4% |
| 5Y | +223.9% | +158.8% | +65.1% | +122.3% |
| All | +561.8% | +568.1% | -6.4% | +245.6% |
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 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