+200.1%
GDDY vs FIVN
+118.5%
+81.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -3.2% | -7.8% | +4.6% | -0.8% |
| 30D | +6.8% | -1.7% | +8.5% | +7.5% |
| 3M | +30.5% | +47.2% | -16.7% | +16.0% |
| 6M | +13.3% | +82.7% | -69.4% | -7.0% |
| YTD | -21.0% | +52.9% | -73.9% | -32.2% |
| 1Y | -34.0% | +17.5% | -51.5% | -39.3% |
| 3Y | +33.1% | -55.8% | +88.9% | +51.9% |
| 5Y | +30.3% | -82.3% | +112.7% | +82.9% |
| All | +200.1% | +118.5% | +81.6% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling