+85.2%
GPC vs INVH
+75.4%
+9.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.2% | -3.0% | -0.2% | -1.7% |
| 30D | +0.5% | -7.5% | +8.1% | +4.5% |
| 3M | +31.7% | -5.5% | +37.3% | +35.7% |
| 6M | +24.7% | +11.7% | +13.0% | +17.8% |
| YTD | +11.8% | +1.3% | +10.4% | +10.5% |
| 1Y | -3.0% | -6.1% | +3.1% | -0.5% |
| 3Y | -1.1% | -9.8% | +8.7% | +1.9% |
| 5Y | +30.5% | -19.7% | +50.2% | +40.0% |
| All | +85.2% | +75.4% | +9.9% | +30.2% |
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