+247.2%
PHM vs GGLL
+195.8%
+51.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | +3.5% | +6.3% | -2.9% | +2.7% |
| 30D | +21.2% | -35.1% | +56.3% | +27.2% |
| 3M | +2.5% | -37.7% | +40.1% | +7.9% |
| 6M | +16.1% | -54.1% | +70.2% | +26.7% |
| YTD | +16.6% | -29.4% | +46.1% | +18.0% |
| 1Y | +14.4% | -13.4% | +27.8% | +11.6% |
| 3Y | +71.9% | +158.3% | -86.4% | +23.5% |
| All | +247.2% | +195.8% | +51.4% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling