+210.8%
GGLL vs INVH
-17.8%
+228.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +7.7% | -0.9% | +8.6% | +8.1% |
| 30D | -30.2% | +1.2% | -31.4% | -30.7% |
| 3M | -31.3% | -10.4% | -20.9% | -27.7% |
| 6M | -52.1% | -3.6% | -48.5% | -51.5% |
| YTD | -25.9% | -0.1% | -25.8% | -26.6% |
| 1Y | -8.5% | -0.7% | -7.8% | -9.3% |
| 3Y | +165.5% | -4.6% | +170.1% | +158.0% |
| All | +210.8% | -17.8% | +228.6% | +273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling