+13,779.4%
GWW vs PHM
+11,050.0%
+2,729.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.9% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | +1.1% | -9.7% | +10.8% | +3.2% |
| 3M | -1.0% | +2.2% | -3.2% | -1.8% |
| 6M | +16.3% | -5.7% | +22.0% | +17.2% |
| YTD | +28.5% | +2.8% | +25.7% | +27.0% |
| 1Y | +30.3% | -14.4% | +44.7% | +33.6% |
| 3Y | +91.6% | +52.2% | +39.4% | +71.2% |
| 5Y | +224.0% | +154.3% | +69.7% | +155.8% |
| 10Y | +551.3% | +545.9% | +5.5% | +310.4% |
| All | +13,779.4% | +11,050.0% | +2,729.3% | +4,428.9% |
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