+188.9%
GS vs INVH
-19.3%
+208.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +3.4% | -3.1% | +6.5% | +4.7% |
| 30D | +0.2% | -7.1% | +7.3% | +3.0% |
| 3M | -0.3% | -3.0% | +2.6% | +0.3% |
| 6M | +27.4% | +10.1% | +17.3% | +21.2% |
| YTD | +19.6% | +3.8% | +15.8% | +16.5% |
| 1Y | +42.5% | -2.1% | +44.6% | +42.2% |
| 3Y | +240.4% | -7.0% | +247.5% | +244.1% |
| 5Y | +188.9% | -20.6% | +209.5% | +205.6% |
| All | +188.9% | -19.3% | +208.2% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling