+220.4%
GDXJ vs INVH
-20.2%
+240.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -3.0% | +0.2% | -1.6% |
| 30D | +5.0% | -7.5% | +12.5% | +8.1% |
| 3M | +24.1% | -5.5% | +29.6% | +26.3% |
| 6M | -7.4% | +11.7% | -19.1% | -12.3% |
| YTD | +10.2% | +1.3% | +8.9% | +8.3% |
| 1Y | +42.5% | -6.1% | +48.6% | +44.6% |
| 3Y | +285.7% | -9.8% | +295.5% | +292.9% |
| All | +220.4% | -20.2% | +240.6% | +234.6% |
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