+1,553.6%
GFI vs INVH
+75.4%
+1,478.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.3% |
| 30D | +10.7% | -7.5% | +18.3% | +12.4% |
| 3M | +25.6% | -5.5% | +31.2% | +26.8% |
| 6M | -8.3% | +11.7% | -20.0% | -10.4% |
| YTD | +6.3% | +1.3% | +5.0% | +5.6% |
| 1Y | +22.1% | -6.1% | +28.2% | +23.0% |
| 3Y | +289.2% | -9.8% | +299.0% | +293.5% |
| 5Y | +531.7% | -19.7% | +551.3% | +543.1% |
| All | +1,553.6% | +75.4% | +1,478.2% | +1,540.0% |
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 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