+7.2%
GEHC vs FIVN
-57.1%
+64.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -7.2% | -7.8% | +0.7% | -6.0% |
| 30D | -11.6% | -1.7% | -9.8% | -11.4% |
| 3M | -0.8% | +47.2% | -48.0% | -7.1% |
| 6M | -11.9% | +82.7% | -94.6% | -21.5% |
| YTD | -21.9% | +52.9% | -74.9% | -28.6% |
| 1Y | -17.8% | +17.5% | -35.3% | -21.5% |
| 3Y | -3.5% | -55.8% | +52.3% | +0.6% |
| All | +7.2% | -57.1% | +64.3% | +7.2% |
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