-54.8%
GTLB vs INVH
-19.1%
-35.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -3.5% |
| 30D | +15.1% | -7.5% | +22.7% | +22.0% |
| 3M | +65.5% | -5.5% | +71.0% | +72.0% |
| 6M | +102.9% | +11.7% | +91.2% | +84.1% |
| YTD | +25.2% | +1.3% | +23.9% | +21.3% |
| 1Y | -5.5% | -6.1% | +0.5% | -2.7% |
| 3Y | -10.9% | -9.8% | -1.1% | -9.1% |
| All | -54.8% | -19.1% | -35.7% | -44.6% |
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