+298.0%
GFI vs INVH
-9.7%
+307.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | +13.2% | -7.5% | +20.8% | +15.4% |
| 3M | +28.5% | -5.5% | +34.0% | +30.0% |
| 6M | -6.2% | +11.7% | -17.9% | -9.4% |
| YTD | +8.7% | +1.3% | +7.4% | +7.6% |
| 1Y | +24.8% | -6.1% | +30.9% | +26.7% |
| 3Y | +298.0% | -9.8% | +307.8% | +315.2% |
| All | +298.0% | -9.7% | +307.7% | +315.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling