+58.3%
PHM vs GME
+105.0%
-46.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -6.1% | +6.0% | -12.1% | -6.3% |
| 30D | +13.7% | -5.9% | +19.6% | +13.9% |
| 3M | -1.5% | +38.2% | -39.7% | -2.6% |
| 6M | +11.3% | +14.5% | -3.3% | +10.7% |
| YTD | +8.9% | +27.6% | -18.7% | +7.9% |
| 1Y | +6.1% | +19.9% | -13.8% | +5.3% |
| All | +58.3% | +105.0% | -46.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling