+7.0%
GLXY vs INVH
-14.9%
+21.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.3% | -3.0% | -4.3% | -7.8% |
| 30D | +15.7% | -7.5% | +23.3% | +14.3% |
| 3M | -26.7% | -5.5% | -21.1% | -27.4% |
| 6M | +13.7% | +11.7% | +2.0% | +9.1% |
| YTD | +9.1% | +1.3% | +7.8% | +3.6% |
| 1Y | -15.5% | -6.1% | -9.4% | -18.6% |
| All | +7.0% | -14.9% | +21.9% | -2.6% |
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