+65.6%
PHM vs GGLL
+154.9%
-89.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | +6.2% | +3.1% | +3.1% | +6.0% |
| 30D | +17.9% | -36.3% | +54.3% | +21.6% |
| 3M | +2.5% | -40.4% | +42.9% | +6.1% |
| 6M | +10.8% | -54.6% | +65.4% | +17.0% |
| YTD | +13.7% | -31.1% | +44.9% | +14.7% |
| 1Y | +12.4% | -19.2% | +31.5% | +11.6% |
| 3Y | +65.6% | +151.5% | -85.9% | +41.3% |
| All | +65.6% | +154.9% | -89.3% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling