+233.7%
PHM vs GGLL
+194.0%
+39.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | +2.9% | +5.1% | -2.2% | +2.3% |
| 30D | +16.5% | -35.5% | +52.0% | +22.3% |
| 3M | +0.6% | -39.2% | +39.8% | +6.3% |
| 6M | +11.6% | -54.4% | +66.0% | +21.9% |
| YTD | +12.1% | -29.8% | +41.9% | +13.5% |
| 1Y | +9.6% | -20.4% | +30.0% | +8.4% |
| 3Y | +62.3% | +149.7% | -87.5% | +17.7% |
| All | +233.7% | +194.0% | +39.7% | +129.0% |
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