+142.5%
GLDM vs INVH
-19.3%
+161.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +0.7% | -3.0% | +3.7% | +0.8% |
| 6M | -15.4% | +10.1% | -25.5% | -16.2% |
| YTD | +1.0% | +3.8% | -2.8% | +0.5% |
| 1Y | +19.7% | -2.1% | +21.8% | +19.8% |
| 3Y | +126.5% | -7.0% | +133.5% | +127.1% |
| 5Y | +142.5% | -20.6% | +163.1% | +141.8% |
| All | +142.5% | -19.3% | +161.8% | +141.8% |
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