-10.3%
GFS vs INVH
-21.1%
+10.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | +7.4% | -0.9% | +8.3% | +7.8% |
| 30D | -15.3% | +1.2% | -16.4% | -16.1% |
| 3M | -21.1% | -10.4% | -10.7% | -17.2% |
| 6M | -44.5% | -3.6% | -40.9% | -44.6% |
| YTD | +19.2% | -0.1% | +19.3% | +15.6% |
| 1Y | +27.2% | -0.7% | +27.9% | +23.5% |
| 3Y | -20.1% | -4.6% | -15.5% | -22.2% |
| 5Y | -25.6% | -21.7% | -3.9% | -12.3% |
| All | -10.3% | -21.1% | +10.9% | +7.2% |
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 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