+309.0%
GGLL vs FIVN
-65.6%
+374.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.8% | -3.8% |
| 7D | -3.9% | -9.6% | +5.7% | -1.3% |
| 30D | -15.4% | -11.9% | -3.4% | -12.6% |
| 3M | -21.9% | +40.1% | -62.0% | -29.7% |
| 6M | +4.5% | +68.3% | -63.8% | -13.1% |
| YTD | -2.4% | +51.5% | -53.9% | -17.1% |
| 1Y | +57.8% | +15.1% | +42.7% | +45.3% |
| 3Y | +227.2% | -55.6% | +282.8% | +269.8% |
| All | +309.0% | -65.6% | +374.6% | +420.7% |
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