-20.1%
GFS vs FIVN
-56.5%
+36.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.2% |
| 7D | +7.4% | -2.8% | +10.2% | +7.9% |
| 30D | -15.3% | -17.4% | +2.1% | -12.9% |
| 3M | -21.1% | -19.2% | -1.9% | -19.2% |
| 6M | -44.5% | +29.4% | -73.8% | -49.6% |
| YTD | +19.2% | +36.3% | -17.0% | +4.4% |
| 1Y | +27.2% | +33.5% | -6.2% | +12.0% |
| 3Y | -20.1% | -56.8% | +36.7% | -7.6% |
| All | -20.1% | -56.5% | +36.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling