+265.4%
CG vs INVH
+75.4%
+190.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.9% | -3.0% | -6.9% | -8.1% |
| 30D | -11.7% | -7.5% | -4.1% | -7.2% |
| 3M | -4.3% | -5.5% | +1.2% | -1.1% |
| 6M | -8.8% | +11.7% | -20.5% | -15.6% |
| YTD | -26.9% | +1.3% | -28.2% | -28.3% |
| 1Y | -35.4% | -6.1% | -29.3% | -33.7% |
| 3Y | +43.0% | -9.8% | +52.8% | +48.3% |
| 5Y | +1.9% | -19.7% | +21.6% | +13.6% |
| All | +265.4% | +75.4% | +190.1% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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