+265.8%
GDXJ vs INVH
+75.4%
+190.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -2.8% | -3.0% | +0.2% | -1.9% |
| 30D | +5.0% | -7.5% | +12.5% | +7.5% |
| 3M | +24.1% | -5.5% | +29.6% | +25.9% |
| 6M | -7.4% | +11.7% | -19.1% | -11.1% |
| YTD | +10.2% | +1.3% | +8.9% | +8.8% |
| 1Y | +42.5% | -6.1% | +48.6% | +44.0% |
| 3Y | +285.7% | -9.8% | +295.5% | +292.3% |
| 5Y | +231.9% | -19.7% | +251.5% | +245.5% |
| All | +265.8% | +75.4% | +190.4% | +232.6% |
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 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