+248.5%
GLDM vs INVH
+56.0%
+192.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | +4.4% | -6.9% | +11.3% | +4.9% |
| 3M | -1.1% | -2.7% | +1.7% | -0.9% |
| 6M | -13.7% | +8.2% | -21.9% | -14.3% |
| YTD | +2.8% | +4.5% | -1.7% | +2.3% |
| 1Y | +24.8% | -2.3% | +27.2% | +24.9% |
| 3Y | +127.8% | -7.3% | +135.1% | +128.2% |
| 5Y | +141.1% | -20.5% | +161.6% | +142.8% |
| All | +248.5% | +56.0% | +192.5% | +241.5% |
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