+182.6%
GM vs INVH
+75.4%
+107.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -1.1% | -7.5% | +6.4% | +2.9% |
| 3M | +6.1% | -5.5% | +11.6% | +8.9% |
| 6M | +15.0% | +11.7% | +3.3% | +7.6% |
| YTD | +6.0% | +1.3% | +4.6% | +4.0% |
| 1Y | +47.1% | -6.1% | +53.2% | +50.0% |
| 3Y | +170.5% | -9.8% | +180.3% | +176.7% |
| 5Y | +80.5% | -19.7% | +100.2% | +94.5% |
| All | +182.6% | +75.4% | +107.2% | +106.4% |
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