+139.7%
GD vs INVH
+79.4%
+60.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.3% |
| 30D | -10.9% | -5.7% | -5.2% | -8.9% |
| 3M | +2.5% | -4.5% | +6.9% | +4.1% |
| 6M | -1.7% | +11.0% | -12.6% | -6.0% |
| YTD | +6.1% | +3.7% | +2.4% | +4.0% |
| 1Y | +11.7% | -2.8% | +14.5% | +12.2% |
| 3Y | +71.8% | -7.1% | +78.9% | +73.0% |
| 5Y | +92.2% | -19.4% | +111.6% | +101.9% |
| All | +139.7% | +79.4% | +60.3% | +79.6% |
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