-34.7%
GFS vs FIVN
-81.1%
+46.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -17.6% | +23.8% | +10.6% |
| 7D | -7.8% | -22.6% | +14.8% | -2.4% |
| 30D | -19.7% | -16.8% | -2.9% | -16.8% |
| 3M | -23.1% | -0.9% | -22.2% | -25.2% |
| 6M | -46.4% | +28.4% | -74.8% | -52.6% |
| YTD | +11.0% | +40.2% | -29.2% | -8.0% |
| 1Y | +12.6% | +30.5% | -17.9% | -4.6% |
| 3Y | -24.9% | -56.2% | +31.3% | -13.5% |
| All | -34.7% | -81.1% | +46.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling