+393.9%
GH vs INVH
+53.6%
+340.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -0.8% |
| 7D | -1.2% | -3.1% | +1.9% | +0.9% |
| 30D | -3.7% | -7.5% | +3.8% | +1.3% |
| 3M | +21.7% | -6.3% | +28.0% | +26.5% |
| 6M | +75.7% | +9.4% | +66.3% | +64.1% |
| YTD | +55.7% | +1.4% | +54.3% | +52.6% |
| 1Y | +181.1% | -4.1% | +185.2% | +186.2% |
| 3Y | +371.6% | -9.2% | +380.8% | +391.0% |
| 5Y | +23.2% | -19.6% | +42.8% | +40.3% |
| All | +393.9% | +53.6% | +340.3% | +216.0% |
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 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