+206.6%
GGLL vs FIVN
-68.2%
+274.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +2.9% | -22.8% | +25.7% | +9.3% |
| 30D | -33.1% | -21.3% | -11.8% | -29.4% |
| 3M | -31.2% | -14.0% | -17.2% | -29.7% |
| 6M | -49.4% | +31.1% | -80.5% | -54.6% |
| YTD | -26.8% | +40.0% | -66.8% | -37.5% |
| 1Y | -17.7% | +38.1% | -55.8% | -29.7% |
| 3Y | +160.4% | -55.7% | +216.1% | +189.5% |
| All | +206.6% | -68.2% | +274.8% | +292.5% |
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