+170.5%
GM vs INVH
-9.7%
+180.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.4% |
| 30D | -1.1% | -7.5% | +6.4% | +1.5% |
| 3M | +6.1% | -5.5% | +11.6% | +7.9% |
| 6M | +15.0% | +11.7% | +3.3% | +9.5% |
| YTD | +6.0% | +1.3% | +4.6% | +4.5% |
| 1Y | +47.1% | -6.1% | +53.2% | +49.7% |
| 3Y | +170.5% | -9.8% | +180.3% | +170.7% |
| All | +170.5% | -9.7% | +180.2% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling