+477.8%
GWW vs INVH
+75.5%
+402.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -1.8% |
| 30D | -2.3% | -7.5% | +5.1% | +0.9% |
| 3M | -3.3% | -6.3% | +3.0% | -0.9% |
| 6M | +15.4% | +9.4% | +5.9% | +10.5% |
| YTD | +26.7% | +1.4% | +25.3% | +25.1% |
| 1Y | +29.0% | -4.1% | +33.1% | +30.2% |
| 3Y | +89.0% | -9.2% | +98.2% | +92.1% |
| 5Y | +221.8% | -19.6% | +241.4% | +240.4% |
| All | +477.8% | +75.5% | +402.3% | +343.3% |
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 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