+240.5%
GGLL vs INVH
-7.5%
+247.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.9% | -3.1% | +5.0% | +2.9% |
| 30D | -9.7% | -7.1% | -2.7% | -7.5% |
| 3M | -18.0% | -3.0% | -15.1% | -17.3% |
| 6M | +15.3% | +10.1% | +5.2% | +11.9% |
| YTD | +2.2% | +3.8% | -1.6% | +0.7% |
| 1Y | +73.1% | -2.1% | +75.2% | +74.5% |
| All | +240.5% | -7.5% | +247.9% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling