+8.2%
PHM vs GME
+21.5%
-13.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -4.1% | +2.9% | -7.0% | -4.3% |
| 30D | +16.1% | -4.8% | +20.9% | +16.2% |
| 3M | -2.5% | +39.2% | -41.7% | -4.2% |
| 6M | +12.9% | +17.1% | -4.2% | +11.9% |
| YTD | +9.0% | +28.7% | -19.7% | +7.3% |
| 1Y | +8.2% | +23.3% | -15.2% | +6.9% |
| All | +8.2% | +21.5% | -13.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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