+358.6%
GDX vs INVH
+79.4%
+279.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.4% |
| 30D | +9.9% | -5.7% | +15.6% | +11.4% |
| 3M | +28.2% | -4.5% | +32.7% | +29.3% |
| 6M | -2.9% | +11.0% | -13.9% | -5.7% |
| YTD | +16.0% | +3.7% | +12.3% | +14.3% |
| 1Y | +49.9% | -2.8% | +52.7% | +49.9% |
| 3Y | +263.6% | -7.1% | +270.7% | +266.2% |
| 5Y | +233.6% | -19.4% | +253.0% | +241.7% |
| All | +358.6% | +79.4% | +279.1% | +313.5% |
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 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