+21.3%
GPN vs INVH
+75.4%
-54.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.6% | -3.0% | -1.6% | -2.8% |
| 30D | -0.3% | -7.5% | +7.3% | +4.8% |
| 3M | +35.4% | -5.5% | +41.0% | +40.5% |
| 6M | +21.7% | +11.7% | +10.0% | +13.1% |
| YTD | +14.9% | +1.3% | +13.5% | +12.9% |
| 1Y | +3.2% | -6.1% | +9.3% | +6.4% |
| 3Y | -27.1% | -9.8% | -17.4% | -24.2% |
| 5Y | -44.4% | -19.7% | -24.7% | -38.6% |
| All | +21.3% | +75.4% | -54.0% | -17.9% |
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