+249.6%
GDX vs INVH
-9.7%
+259.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.3% |
| 30D | +6.8% | -7.5% | +14.3% | +9.1% |
| 3M | +24.9% | -5.5% | +30.5% | +26.6% |
| 6M | -4.2% | +11.7% | -15.9% | -8.4% |
| YTD | +13.2% | +1.3% | +11.9% | +11.6% |
| 1Y | +40.2% | -6.1% | +46.3% | +42.3% |
| 3Y | +249.6% | -9.8% | +259.4% | +268.0% |
| All | +249.6% | -9.7% | +259.3% | +268.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling