+711.7%
GLW vs INVH
+75.4%
+636.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.8% | -3.0% | +10.8% | +9.3% |
| 30D | -0.4% | -7.5% | +7.1% | +2.9% |
| 3M | -5.6% | -5.5% | 0.0% | -3.7% |
| 6M | +26.7% | +11.7% | +15.0% | +18.6% |
| YTD | +91.0% | +1.3% | +89.7% | +86.4% |
| 1Y | +122.4% | -6.1% | +128.5% | +124.6% |
| 3Y | +471.0% | -9.8% | +480.8% | +476.1% |
| 5Y | +385.6% | -19.7% | +405.3% | +410.6% |
| All | +711.7% | +75.4% | +636.3% | +487.0% |
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