-0.8%
GFS vs INVH
-18.1%
+17.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +4.5% | -2.3% | +6.8% | +5.7% |
| 30D | -8.2% | -5.7% | -2.5% | -5.6% |
| 3M | -38.9% | -4.5% | -34.4% | -38.0% |
| 6M | -2.9% | +11.0% | -13.8% | -9.8% |
| YTD | +31.8% | +3.7% | +28.1% | +26.1% |
| 1Y | +43.1% | -2.8% | +46.0% | +42.3% |
| 3Y | -20.6% | -7.1% | -13.5% | -20.5% |
| All | -0.8% | -18.1% | +17.3% | +17.0% |
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 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