+246.2%
GLD vs INVH
+75.4%
+170.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.8% |
| 30D | -1.5% | -7.5% | +6.0% | -1.0% |
| 3M | +3.2% | -5.5% | +8.8% | +3.6% |
| 6M | -16.3% | +11.7% | -28.0% | -17.0% |
| YTD | +0.6% | +1.3% | -0.7% | +0.4% |
| 1Y | +19.1% | -6.1% | +25.2% | +19.5% |
| 3Y | +123.5% | -9.8% | +133.3% | +124.3% |
| 5Y | +138.5% | -19.7% | +158.2% | +140.0% |
| All | +246.2% | +75.4% | +170.8% | +236.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling