+247.0%
GLD vs INVH
+79.7%
+167.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +0.7% | -3.1% | +3.9% | +1.0% |
| 30D | +0.3% | -7.1% | +7.4% | +0.8% |
| 3M | +0.6% | -3.0% | +3.6% | +0.8% |
| 6M | -15.6% | +10.1% | -25.7% | -16.3% |
| YTD | +0.9% | +3.8% | -3.0% | +0.4% |
| 1Y | +19.4% | -2.1% | +21.5% | +19.4% |
| 3Y | +124.5% | -7.0% | +131.5% | +124.8% |
| 5Y | +138.9% | -20.6% | +159.5% | +140.6% |
| All | +247.0% | +79.7% | +167.3% | +237.1% |
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