+632.4%
GEV vs INVH
-12.5%
+644.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | -7.9% | -7.5% | -0.4% | -7.0% |
| 3M | +5.6% | -5.5% | +11.2% | +6.1% |
| 6M | +13.1% | +11.7% | +1.4% | +8.6% |
| YTD | +46.7% | +1.3% | +45.4% | +44.8% |
| 1Y | +51.3% | -6.1% | +57.4% | +52.8% |
| All | +632.4% | -12.5% | +644.9% | +657.4% |
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