-2.4%
GFS vs INVH
-17.5%
+15.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | -2.9% | +3.9% | +2.5% |
| 30D | -8.6% | -6.9% | -1.7% | -5.4% |
| 3M | -46.5% | -2.7% | -43.8% | -46.5% |
| 6M | -4.8% | +8.2% | -13.0% | -10.4% |
| YTD | +29.7% | +4.5% | +25.2% | +23.6% |
| 1Y | +35.8% | -2.3% | +38.2% | +34.7% |
| 3Y | -18.3% | -7.3% | -11.1% | -18.0% |
| All | -2.4% | -17.5% | +15.1% | +14.7% |
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