+126.1%
GLD vs INVH
-7.6%
+133.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +0.2% | -5.7% | +5.9% | +0.5% |
| 3M | +3.2% | -4.5% | +7.7% | +3.4% |
| 6M | -14.6% | +11.0% | -25.6% | -15.5% |
| YTD | +1.8% | +3.7% | -1.9% | +1.3% |
| 1Y | +20.7% | -2.8% | +23.6% | +21.0% |
| All | +126.1% | -7.6% | +133.7% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling