+328.1%
GME vs INVH
+75.4%
+252.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +10.4% | -3.0% | +13.4% | +11.7% |
| 30D | +14.1% | -7.5% | +21.6% | +17.5% |
| 3M | -4.6% | -5.5% | +0.9% | -2.8% |
| 6M | -13.5% | +11.7% | -25.2% | -18.0% |
| YTD | +5.3% | +1.3% | +4.0% | +3.5% |
| 1Y | -14.9% | -6.1% | -8.8% | -13.8% |
| 3Y | +24.3% | -9.8% | +34.0% | +25.8% |
| 5Y | -55.6% | -19.7% | -35.9% | -52.9% |
| All | +328.1% | +75.4% | +252.7% | +201.5% |
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