+446.8%
GS vs INVH
+79.4%
+367.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.4% | -2.3% | +4.7% | +3.5% |
| 30D | -0.1% | -5.7% | +5.7% | +2.7% |
| 3M | +0.2% | -4.5% | +4.6% | +1.8% |
| 6M | +24.8% | +11.0% | +13.8% | +17.5% |
| YTD | +18.8% | +3.7% | +15.1% | +15.2% |
| 1Y | +37.3% | -2.8% | +40.2% | +37.3% |
| 3Y | +237.9% | -7.1% | +245.0% | +241.9% |
| 5Y | +187.0% | -19.4% | +206.5% | +206.4% |
| All | +446.8% | +79.4% | +367.3% | +286.4% |
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