+31.6%
GAP vs INVH
+79.4%
-47.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.4% | -4.5% |
| 7D | -3.2% | -2.3% | -0.9% | -1.6% |
| 30D | -0.7% | -5.7% | +5.0% | +3.3% |
| 3M | -0.5% | -4.5% | +4.0% | +2.3% |
| 6M | -5.0% | +11.0% | -15.9% | -12.3% |
| YTD | -14.7% | +3.7% | -18.4% | -17.9% |
| 1Y | -8.6% | -2.8% | -5.8% | -8.3% |
| 3Y | +108.4% | -7.1% | +115.5% | +111.6% |
| 5Y | +5.8% | -19.4% | +25.2% | +16.9% |
| All | +31.6% | +79.4% | -47.8% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling