+197.7%
GS vs INVH
-3.5%
+201.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.6% | +1.8% | -0.3% | +0.9% |
| 30D | +1.7% | +1.1% | +0.5% | +1.2% |
| 3M | -11.6% | -8.3% | -3.2% | -8.8% |
| 6M | -1.9% | -3.7% | +1.8% | -1.4% |
| YTD | +5.1% | +0.8% | +4.3% | +3.1% |
| 1Y | +16.4% | +1.0% | +15.4% | +14.1% |
| All | +197.7% | -3.5% | +201.1% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling