+93.8%
GD vs INVH
-19.3%
+113.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.5% | -3.1% | -0.3% | -2.6% |
| 30D | -9.0% | -7.1% | -2.0% | -7.1% |
| 3M | +5.1% | -3.0% | +8.0% | +5.8% |
| 6M | -1.0% | +10.1% | -11.1% | -4.1% |
| YTD | +7.3% | +3.8% | +3.5% | +5.7% |
| 1Y | +12.4% | -2.1% | +14.5% | +12.6% |
| 3Y | +73.7% | -7.0% | +80.7% | +75.1% |
| 5Y | +93.8% | -20.6% | +114.3% | +103.5% |
| All | +93.8% | -19.3% | +113.1% | +103.5% |
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