+208.6%
GLD vs INVH
+72.9%
+135.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -5.5% | +1.2% | -6.6% | -5.5% |
| 3M | -10.9% | -10.4% | -0.5% | -10.3% |
| 6M | -17.4% | -3.6% | -13.8% | -17.3% |
| YTD | -10.3% | -0.1% | -10.2% | -10.5% |
| 1Y | -7.2% | -0.7% | -6.5% | -7.3% |
| 3Y | +96.9% | -4.6% | +101.5% | +96.8% |
| 5Y | +103.8% | -21.7% | +125.4% | +105.4% |
| All | +208.6% | +72.9% | +135.7% | +200.6% |
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 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