+93.7%
GSK vs INVH
+79.4%
+14.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.6% | -2.3% | -1.3% | -2.9% |
| 30D | -5.9% | -5.7% | -0.2% | -4.3% |
| 3M | -4.3% | -4.5% | +0.2% | -3.0% |
| 6M | -10.8% | +11.0% | -21.8% | -13.5% |
| YTD | +1.8% | +3.7% | -1.9% | +0.4% |
| 1Y | +23.5% | -2.8% | +26.3% | +24.0% |
| 3Y | +49.5% | -7.1% | +56.7% | +50.7% |
| 5Y | +49.7% | -19.4% | +69.1% | +55.2% |
| All | +93.7% | +79.4% | +14.2% | +59.9% |
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