+709.5%
GLW vs INVH
+79.7%
+629.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.8% |
| 7D | +14.0% | -3.1% | +17.1% | +15.6% |
| 30D | +0.4% | -7.1% | +7.4% | +3.5% |
| 3M | -11.3% | -3.0% | -8.4% | -10.8% |
| 6M | +35.1% | +10.1% | +25.0% | +27.3% |
| YTD | +90.5% | +3.8% | +86.7% | +83.9% |
| 1Y | +132.0% | -2.1% | +134.1% | +129.6% |
| 3Y | +463.3% | -7.0% | +470.3% | +460.3% |
| 5Y | +382.5% | -20.6% | +403.1% | +411.9% |
| All | +709.5% | +79.7% | +629.9% | +479.0% |
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 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