+217.3%
PHM vs GGLL
+328.7%
-111.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -3.2% | -4.8% | +1.6% | -2.5% |
| 30D | -6.4% | -13.7% | +7.3% | -4.5% |
| 3M | +5.5% | -21.9% | +27.3% | +8.4% |
| 6M | -5.4% | +11.7% | -17.1% | -8.9% |
| YTD | +6.6% | +2.3% | +4.3% | +3.8% |
| 1Y | -8.8% | +76.2% | -85.0% | -19.5% |
| 3Y | +54.1% | +245.0% | -190.9% | +8.8% |
| All | +217.3% | +328.7% | -111.3% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling