-0.8%
GFS vs INVH
-19.9%
+19.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | +3.2% | -3.1% | +6.3% | +4.8% |
| 30D | -9.6% | -7.5% | -2.1% | -6.2% |
| 3M | -38.5% | -6.3% | -32.2% | -37.1% |
| 6M | -1.3% | +9.4% | -10.7% | -7.8% |
| YTD | +31.8% | +1.4% | +30.4% | +27.5% |
| 1Y | +44.6% | -4.1% | +48.7% | +44.5% |
| 3Y | -20.6% | -9.2% | -11.4% | -19.6% |
| All | -0.8% | -19.9% | +19.1% | +18.3% |
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