+204.3%
GLDM vs INVH
+48.0%
+156.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -5.5% | -3.3% | -2.2% | -5.3% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | -12.3% | -9.5% | -2.8% | -11.7% |
| 6M | -17.9% | -4.3% | -13.6% | -17.8% |
| YTD | -10.3% | -0.8% | -9.4% | -10.4% |
| 1Y | -7.8% | -3.6% | -4.1% | -7.7% |
| 3Y | +99.5% | -5.8% | +105.3% | +99.6% |
| 5Y | +106.5% | -22.3% | +128.7% | +108.2% |
| All | +204.3% | +48.0% | +156.2% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling