-12.2%
GGLL vs INVH
+1.1%
-13.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.3% |
| 7D | -23.1% | +3.1% | -26.2% | -23.3% |
| 30D | -32.9% | +5.8% | -38.7% | -33.2% |
| 3M | -44.9% | -8.5% | -36.4% | -44.5% |
| 6M | -49.5% | -1.3% | -48.2% | -49.2% |
| YTD | -28.9% | +2.6% | -31.5% | -28.4% |
| 1Y | -12.2% | +0.7% | -12.9% | -9.6% |
| All | -12.2% | +1.1% | -13.3% | -9.6% |
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