+37.3%
GS vs INVH
-2.1%
+39.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | -0.1% | -5.7% | +5.7% | +0.3% |
| 3M | +0.2% | -4.5% | +4.6% | +0.3% |
| 6M | +24.8% | +11.0% | +13.8% | +20.3% |
| YTD | +18.8% | +3.7% | +15.1% | +16.3% |
| 1Y | +37.3% | -2.8% | +40.2% | +38.6% |
| All | +37.3% | -2.1% | +39.4% | +38.6% |
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 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