+1,516.9%
GFI vs INVH
+75.7%
+1,441.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -7.0% | -2.8% | -4.1% | -6.4% |
| 30D | +9.6% | -8.9% | +18.5% | +11.6% |
| 3M | +20.8% | -6.1% | +26.9% | +22.1% |
| 6M | -3.2% | +12.9% | -16.1% | -5.7% |
| YTD | +3.9% | +1.5% | +2.4% | +3.2% |
| 1Y | +20.7% | -4.6% | +25.3% | +21.3% |
| 3Y | +282.7% | -12.4% | +295.1% | +289.0% |
| 5Y | +481.6% | -20.1% | +501.8% | +492.4% |
| All | +1,516.9% | +75.7% | +1,441.2% | +1,503.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling