-23.5%
GFS vs INVH
-7.5%
-16.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.6% | -3.1% | +5.8% | +3.7% |
| 30D | -16.4% | -7.1% | -9.3% | -14.4% |
| 3M | -41.6% | -3.0% | -38.6% | -41.5% |
| 6M | -3.7% | +10.1% | -13.8% | -9.0% |
| YTD | +29.3% | +3.8% | +25.5% | +24.8% |
| 1Y | +37.1% | -2.1% | +39.2% | +36.4% |
| All | -23.5% | -7.5% | -16.0% | -24.3% |
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 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