+328.7%
GGLL vs INVH
-14.1%
+342.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.8% | -2.9% | -1.9% | -3.4% |
| 30D | -13.7% | -6.9% | -6.8% | -10.6% |
| 3M | -21.9% | -2.7% | -19.1% | -21.0% |
| 6M | +11.7% | +8.2% | +3.5% | +7.3% |
| YTD | +2.3% | +4.5% | -2.2% | -0.7% |
| 1Y | +76.2% | -2.3% | +78.5% | +77.0% |
| 3Y | +245.0% | -7.3% | +252.3% | +248.1% |
| All | +328.7% | -14.1% | +342.8% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling