-12.3%
GFS vs FIVN
-81.8%
+69.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.2% |
| 7D | -3.1% | -19.3% | +16.2% | +1.5% |
| 30D | -16.0% | -20.7% | +4.7% | -11.8% |
| 3M | -24.7% | -15.1% | -9.6% | -23.3% |
| 6M | -45.1% | +30.6% | -75.8% | -51.7% |
| YTD | +16.5% | +44.0% | -27.5% | -4.0% |
| 1Y | +19.3% | +45.5% | -26.2% | -2.3% |
| 3Y | -20.0% | -52.8% | +32.8% | -10.0% |
| 5Y | -32.0% | -82.6% | +50.6% | -2.5% |
| All | -12.3% | -81.8% | +69.4% | +24.7% |
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