+98.0%
GD vs INVH
-20.5%
+118.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.5% |
| 30D | +9.3% | +1.5% | +7.8% | +8.7% |
| 3M | -7.2% | -9.4% | +2.2% | -4.5% |
| 6M | +5.5% | -3.3% | +8.7% | +6.2% |
| YTD | +9.5% | +1.2% | +8.3% | +8.6% |
| 1Y | +6.4% | +1.5% | +4.9% | +5.4% |
| 3Y | +59.8% | -2.4% | +62.3% | +58.7% |
| 5Y | +98.0% | -20.6% | +118.6% | +105.3% |
| All | +98.0% | -20.5% | +118.5% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling