+383.7%
GS vs INVH
+74.4%
+309.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.6% | +1.8% | -0.3% | +0.7% |
| 30D | +1.7% | +1.1% | +0.5% | +1.0% |
| 3M | -11.6% | -8.3% | -3.2% | -8.0% |
| 6M | -1.9% | -3.7% | +1.8% | -0.9% |
| YTD | +5.1% | +0.8% | +4.3% | +3.2% |
| 1Y | +16.4% | +1.0% | +15.4% | +14.1% |
| 3Y | +199.0% | -4.3% | +203.2% | +197.6% |
| 5Y | +157.4% | -21.0% | +178.4% | +177.2% |
| All | +383.7% | +74.4% | +309.3% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling