+309.0%
GGLL vs INVH
-14.7%
+323.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -3.9% | -2.3% | -1.6% | -2.8% |
| 30D | -15.4% | -5.7% | -9.6% | -12.9% |
| 3M | -21.9% | -4.5% | -17.4% | -20.3% |
| 6M | +4.5% | +11.0% | -6.5% | -0.8% |
| YTD | -2.4% | +3.7% | -6.1% | -4.9% |
| 1Y | +57.8% | -2.8% | +60.6% | +58.9% |
| 3Y | +227.2% | -7.1% | +234.4% | +229.1% |
| All | +309.0% | -14.7% | +323.7% | +384.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling