+30.4%
GSK vs INVH
-2.4%
+32.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | -2.2% | -6.9% | +4.7% | -0.1% |
| 3M | -1.8% | -2.7% | +0.9% | -1.0% |
| 6M | -10.6% | +8.2% | -18.8% | -12.2% |
| YTD | +4.4% | +4.5% | 0.0% | +3.3% |
| 1Y | +30.4% | -2.3% | +32.7% | +36.8% |
| All | +30.4% | -2.4% | +32.8% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling