+502.4%
GFI vs INVH
-20.2%
+522.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | +10.7% | -7.5% | +18.3% | +13.3% |
| 3M | +25.6% | -5.5% | +31.2% | +27.5% |
| 6M | -8.3% | +11.7% | -20.0% | -11.8% |
| YTD | +6.3% | +1.3% | +5.0% | +5.1% |
| 1Y | +22.1% | -6.1% | +28.2% | +23.7% |
| 3Y | +289.2% | -9.8% | +299.0% | +294.8% |
| All | +502.4% | -20.2% | +522.6% | +503.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling