+32.6%
GAP vs INVH
+75.4%
-42.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -4.1% | -3.0% | -1.1% | -2.1% |
| 30D | +6.2% | -7.5% | +13.7% | +12.0% |
| 3M | -0.7% | -5.5% | +4.8% | +2.9% |
| 6M | -7.1% | +11.7% | -18.8% | -14.7% |
| YTD | -14.1% | +1.3% | -15.4% | -16.0% |
| 1Y | -8.5% | -6.1% | -2.4% | -5.9% |
| 3Y | +115.4% | -9.8% | +125.1% | +123.1% |
| 5Y | +9.8% | -19.7% | +29.5% | +21.4% |
| All | +32.6% | +75.4% | -42.8% | -18.2% |
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