+1,448.6%
GFI vs FIVN
+285.7%
+1,163.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.4% |
| 7D | -4.9% | -7.8% | +3.0% | -4.4% |
| 30D | +10.7% | -1.7% | +12.5% | +10.8% |
| 3M | +25.6% | +47.2% | -21.6% | +22.6% |
| 6M | -8.3% | +82.7% | -91.0% | -12.3% |
| YTD | +6.3% | +52.9% | -46.6% | +2.5% |
| 1Y | +22.1% | +17.5% | +4.6% | +19.6% |
| 3Y | +289.2% | -55.8% | +345.0% | +302.6% |
| 5Y | +531.7% | -82.3% | +614.0% | +570.1% |
| 10Y | +1,043.8% | +116.5% | +927.3% | +1,030.3% |
| All | +1,448.6% | +285.7% | +1,163.0% | +1,306.1% |
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