-8.5%
GGLL vs INVH
-2.8%
-5.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | +7.7% | -0.9% | +8.6% | +7.7% |
| 30D | -30.2% | +1.2% | -31.4% | -30.3% |
| 3M | -31.3% | -10.4% | -20.9% | -30.8% |
| 6M | -52.1% | -3.6% | -48.5% | -51.7% |
| YTD | -25.9% | -0.1% | -25.8% | -25.3% |
| 1Y | -8.5% | -0.7% | -7.8% | -4.4% |
| All | -8.5% | -2.8% | -5.6% | -4.4% |
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