+225.5%
GWW vs INVH
-20.2%
+245.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -3.4% | -3.0% | -0.4% | -2.2% |
| 30D | -1.9% | -7.5% | +5.6% | +1.1% |
| 3M | -2.4% | -5.5% | +3.1% | -0.5% |
| 6M | +15.7% | +11.7% | +4.0% | +10.2% |
| YTD | +27.6% | +1.3% | +26.3% | +26.1% |
| 1Y | +27.2% | -6.1% | +33.3% | +29.5% |
| 3Y | +89.7% | -9.8% | +99.4% | +93.0% |
| All | +225.5% | -20.2% | +245.7% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling