+47.1%
GM vs INVH
-4.3%
+51.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -1.1% | -7.5% | +6.4% | -0.1% |
| 3M | +6.1% | -5.5% | +11.6% | +6.7% |
| 6M | +15.0% | +11.7% | +3.3% | +12.1% |
| YTD | +6.0% | +1.3% | +4.6% | +4.9% |
| 1Y | +47.1% | -6.1% | +53.2% | +48.8% |
| All | +47.1% | -4.3% | +51.4% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling