+151.0%
GD vs INVH
+74.4%
+76.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.9% | +1.8% | -3.7% | -2.6% |
| 30D | +10.9% | +1.1% | +9.8% | +10.3% |
| 3M | -6.8% | -8.3% | +1.6% | -3.7% |
| 6M | +7.0% | -3.7% | +10.7% | +8.2% |
| YTD | +11.1% | +0.8% | +10.3% | +10.0% |
| 1Y | +7.0% | +1.0% | +6.0% | +5.8% |
| 3Y | +59.9% | -4.3% | +64.2% | +59.1% |
| 5Y | +102.5% | -21.0% | +123.5% | +114.1% |
| All | +151.0% | +74.4% | +76.5% | +89.8% |
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