-10.9%
GTLB vs INVH
-9.7%
-1.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | +15.1% | -7.5% | +22.7% | +18.8% |
| 3M | +65.5% | -5.5% | +71.0% | +69.0% |
| 6M | +102.9% | +11.7% | +91.2% | +93.0% |
| YTD | +25.2% | +1.3% | +23.9% | +23.5% |
| 1Y | -5.5% | -6.1% | +0.5% | -3.0% |
| 3Y | -10.9% | -9.8% | -1.1% | -7.8% |
| All | -10.9% | -9.7% | -1.2% | -7.8% |
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 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