+312.7%
GME vs INVH
+75.5%
+237.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.4% |
| 7D | +6.0% | -3.1% | +9.2% | +7.3% |
| 30D | +8.3% | -7.5% | +15.8% | +11.6% |
| 3M | -9.1% | -6.3% | -2.8% | -7.0% |
| 6M | -16.3% | +9.4% | -25.8% | -20.0% |
| YTD | +1.5% | +1.4% | +0.1% | -0.3% |
| 1Y | -16.3% | -4.1% | -12.2% | -16.0% |
| 3Y | +15.1% | -9.2% | +24.3% | +16.2% |
| 5Y | -57.2% | -19.6% | -37.5% | -54.6% |
| All | +312.7% | +75.5% | +237.2% | +190.6% |
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