+14.6%
PHM vs GGLL
-11.6%
+26.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.6% | +6.8% |
| 7D | +13.6% | -23.1% | +36.7% | +14.6% |
| 30D | +19.3% | -32.9% | +52.2% | +21.7% |
| 3M | +3.5% | -44.9% | +48.4% | +7.3% |
| 6M | +18.6% | -49.5% | +68.1% | +23.8% |
| YTD | +16.7% | -28.9% | +45.6% | +15.2% |
| 1Y | +14.6% | -12.2% | +26.8% | +12.1% |
| All | +14.6% | -11.6% | +26.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling