+14.5%
GS vs INVH
+0.5%
+14.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.6% | +1.8% | -0.3% | +1.4% |
| 30D | +1.7% | +1.1% | +0.5% | +1.5% |
| 3M | -11.6% | -8.3% | -3.2% | -11.3% |
| 6M | -1.9% | -3.7% | +1.8% | -2.8% |
| YTD | +5.1% | +0.8% | +4.3% | +2.9% |
| All | +14.5% | +0.5% | +14.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling