+137.1%
GLD vs INVH
-21.2%
+158.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -3.4% | -3.1% | -0.3% | -3.1% |
| 30D | -1.1% | -7.5% | +6.3% | -0.6% |
| 3M | +5.8% | -6.3% | +12.1% | +6.3% |
| 6M | -17.1% | +9.4% | -26.5% | -17.9% |
| YTD | 0.0% | +1.4% | -1.4% | -0.3% |
| 1Y | +18.2% | -4.1% | +22.3% | +18.4% |
| 3Y | +122.6% | -9.2% | +131.8% | +123.6% |
| 5Y | +137.1% | -19.6% | +156.7% | +137.6% |
| All | +137.1% | -21.2% | +158.3% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling