-0.8%
GFS vs FIVN
-80.9%
+80.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.2% | -11.3% | +14.5% | +6.4% |
| 30D | -9.6% | -7.3% | -2.3% | -8.2% |
| 3M | -38.5% | +41.7% | -80.2% | -45.7% |
| 6M | -1.3% | +78.3% | -79.6% | -21.0% |
| YTD | +31.8% | +50.9% | -19.1% | +9.4% |
| 1Y | +44.6% | +19.7% | +24.9% | +29.7% |
| 3Y | -20.6% | -55.7% | +35.1% | -6.8% |
| All | -0.8% | -80.9% | +80.1% | +42.1% |
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 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