+195.8%
GGLL vs FIVN
-67.3%
+263.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.8% |
| 7D | +6.3% | -19.3% | +25.6% | +11.7% |
| 30D | -35.1% | -20.7% | -14.4% | -31.6% |
| 3M | -37.7% | -15.1% | -22.6% | -36.0% |
| 6M | -54.1% | +30.6% | -84.7% | -58.7% |
| YTD | -29.4% | +44.0% | -73.4% | -40.2% |
| 1Y | -13.4% | +45.5% | -58.9% | -27.1% |
| 3Y | +158.3% | -52.8% | +211.1% | +181.9% |
| All | +195.8% | -67.3% | +263.1% | +275.9% |
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