-15.8%
GIS vs INVH
+75.5%
-91.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -8.4% | -3.1% | -5.3% | -7.7% |
| 30D | -5.2% | -7.5% | +2.3% | -3.3% |
| 3M | +8.2% | -6.3% | +14.5% | +10.1% |
| 6M | -12.0% | +9.4% | -21.5% | -13.7% |
| YTD | -18.9% | +1.4% | -20.3% | -19.1% |
| 1Y | -23.6% | -4.1% | -19.5% | -22.9% |
| 3Y | -37.6% | -9.2% | -28.4% | -36.7% |
| 5Y | -25.2% | -19.6% | -5.6% | -22.8% |
| All | -15.8% | +75.5% | -91.3% | -33.0% |
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