+204.7%
GLDM vs INVH
+49.2%
+155.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +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% | -10.2% |
| 6M | -17.3% | -3.6% | -13.7% | -17.2% |
| YTD | -10.2% | -0.1% | -10.1% | -10.3% |
| 1Y | -6.9% | -0.7% | -6.3% | -7.1% |
| 3Y | +98.7% | -4.6% | +103.2% | +98.6% |
| 5Y | +106.7% | -21.7% | +128.4% | +108.4% |
| All | +204.7% | +49.2% | +155.5% | +199.4% |
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