+148.2%
GD vs INVH
+72.9%
+75.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | +2.7% | -0.9% | +3.6% | +3.0% |
| 30D | +8.6% | +1.2% | +7.4% | +8.0% |
| 3M | -7.1% | -10.4% | +3.3% | -3.2% |
| 6M | +7.5% | -3.6% | +11.1% | +8.6% |
| YTD | +9.9% | -0.1% | +10.0% | +9.2% |
| 1Y | +7.6% | -0.7% | +8.2% | +7.0% |
| 3Y | +56.2% | -4.6% | +60.8% | +55.6% |
| 5Y | +100.6% | -21.7% | +122.3% | +112.9% |
| All | +148.2% | +72.9% | +75.3% | +88.4% |
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