+151.6%
GE vs INVH
+79.4%
+72.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.2% | -2.3% | +1.1% | -0.1% |
| 30D | -11.3% | -5.7% | -5.5% | -8.8% |
| 3M | -1.4% | -4.5% | +3.1% | +0.4% |
| 6M | +1.2% | +11.0% | -9.7% | -4.3% |
| YTD | +5.9% | +3.7% | +2.2% | +3.3% |
| 1Y | +18.4% | -2.8% | +21.2% | +18.8% |
| 3Y | +271.0% | -7.1% | +278.1% | +273.9% |
| 5Y | +417.9% | -19.4% | +437.4% | +455.1% |
| All | +151.6% | +79.4% | +72.2% | +78.8% |
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