+376.1%
GLW vs INVH
-21.2%
+397.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | +11.7% | -3.1% | +14.9% | +12.8% |
| 30D | +2.7% | -7.5% | +10.1% | +4.8% |
| 3M | -2.8% | -6.3% | +3.5% | -1.4% |
| 6M | +20.2% | +9.4% | +10.7% | +15.2% |
| YTD | +87.3% | +1.4% | +85.9% | +83.8% |
| 1Y | +119.6% | -4.1% | +123.7% | +119.8% |
| 3Y | +453.7% | -9.2% | +462.9% | +458.0% |
| 5Y | +376.1% | -19.6% | +395.7% | +396.2% |
| All | +376.1% | -21.2% | +397.3% | +396.2% |
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 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