+330.0%
GD vs FIVN
+253.7%
+76.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.6% | +17.0% | +0.3% |
| 7D | -5.0% | -22.6% | +17.6% | -3.7% |
| 30D | +8.9% | -16.8% | +25.7% | +9.8% |
| 3M | -8.0% | -0.9% | -7.2% | -8.4% |
| 6M | +2.9% | +28.4% | -25.5% | +0.7% |
| YTD | +7.1% | +40.2% | -33.2% | +3.6% |
| 1Y | +5.9% | +30.5% | -24.6% | +2.8% |
| 3Y | +53.9% | -56.2% | +110.1% | +56.6% |
| 5Y | +95.4% | -81.0% | +176.4% | +104.4% |
| 10Y | +193.5% | +105.3% | +88.2% | +152.2% |
| All | +330.0% | +253.7% | +76.3% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling