-2.7%
GFS vs FIVN
-80.3%
+77.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.9% | +1.4% |
| 7D | +2.6% | -8.2% | +10.9% | +4.9% |
| 30D | -16.4% | -8.1% | -8.3% | -14.9% |
| 3M | -41.6% | +34.9% | -76.5% | -47.6% |
| 6M | -3.7% | +72.6% | -76.3% | -21.9% |
| YTD | +29.3% | +55.8% | -26.5% | +6.4% |
| 1Y | +37.1% | +17.1% | +20.0% | +24.3% |
| 3Y | -22.1% | -54.3% | +32.2% | -9.3% |
| All | -2.7% | -80.3% | +77.6% | +38.3% |
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