+24.3%
GME vs INVH
-9.7%
+33.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -3.0% | +13.4% | +11.1% |
| 30D | +14.1% | -7.5% | +21.6% | +16.0% |
| 3M | -4.6% | -5.5% | +0.9% | -3.6% |
| 6M | -13.5% | +11.7% | -25.2% | -16.7% |
| YTD | +5.3% | +1.3% | +4.0% | +3.9% |
| 1Y | -14.9% | -6.1% | -8.8% | -13.7% |
| 3Y | +24.3% | -9.8% | +34.0% | +26.5% |
| All | +24.3% | -9.7% | +33.9% | +26.5% |
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 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