+21.7%
GPN vs INVH
+75.4%
-53.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.3% | -3.0% | -1.3% | -2.5% |
| 30D | 0.0% | -7.5% | +7.5% | +5.1% |
| 3M | +35.8% | -5.5% | +41.3% | +40.9% |
| 6M | +22.0% | +11.7% | +10.3% | +13.4% |
| YTD | +15.2% | +1.3% | +13.9% | +13.2% |
| 1Y | +3.5% | -6.1% | +9.6% | +6.7% |
| 3Y | -26.9% | -9.8% | -17.2% | -24.0% |
| 5Y | -44.2% | -19.7% | -24.5% | -38.4% |
| All | +21.7% | +75.4% | -53.7% | -17.7% |
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