-7.3%
GFS vs FIVN
-82.3%
+75.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.2% |
| 7D | +6.2% | -22.8% | +29.0% | +12.6% |
| 30D | -11.4% | -21.3% | +9.9% | -6.8% |
| 3M | -15.5% | -14.0% | -1.5% | -14.2% |
| 6M | -42.6% | +31.1% | -73.7% | -49.6% |
| YTD | +23.2% | +40.0% | -16.8% | +2.2% |
| 1Y | +23.6% | +38.1% | -14.5% | +2.8% |
| 3Y | -17.2% | -55.7% | +38.4% | -5.1% |
| 5Y | -23.4% | -82.5% | +59.1% | +10.0% |
| All | -7.3% | -82.3% | +75.0% | +32.8% |
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